+43.6%
EWZ vs PFG
+195.7%
-152.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.5% |
| 7D | -1.5% | -0.6% | -0.8% | -1.2% |
| 30D | -24.5% | +2.0% | -26.5% | -25.6% |
| 3M | -10.7% | -3.2% | -7.5% | -10.0% |
| 6M | -19.1% | +10.9% | -30.0% | -24.0% |
| YTD | +1.6% | +28.8% | -27.2% | -11.8% |
| 1Y | +4.3% | +39.2% | -34.9% | -13.1% |
| 3Y | +19.0% | +75.0% | -56.1% | -14.8% |
| 5Y | +57.7% | +91.9% | -34.3% | +3.2% |
| All | +43.6% | +195.7% | -152.2% | -21.5% |
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