+67.0%
EWZ vs PFG
+189.4%
-122.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.5% |
| 7D | +0.6% | -2.2% | +2.8% | +1.6% |
| 30D | -25.5% | +6.4% | -31.8% | -28.0% |
| 3M | -4.5% | +2.2% | -6.8% | -6.4% |
| 6M | -15.3% | +16.3% | -31.6% | -22.4% |
| YTD | +3.1% | +33.2% | -30.2% | -12.2% |
| 1Y | +1.2% | +40.6% | -39.4% | -16.3% |
| 3Y | +19.3% | +83.3% | -64.1% | -16.9% |
| 5Y | +52.3% | +97.7% | -45.5% | -2.2% |
| 10Y | +67.0% | +189.9% | -122.9% | -20.1% |
| All | +67.0% | +189.4% | -122.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling