+8.1%
EWZ vs PFGC
+12.5%
-4.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.5% | -11.9% | +0.2% |
| 7D | -4.1% | +13.9% | -17.9% | -5.5% |
| 30D | -25.0% | +18.4% | -43.3% | -26.5% |
| 3M | -10.6% | -2.5% | -8.1% | -9.6% |
| 6M | -16.6% | +26.0% | -42.6% | -20.3% |
| YTD | +2.5% | +21.9% | -19.4% | -1.1% |
| 1Y | +8.1% | +13.4% | -5.3% | +4.4% |
| All | +8.1% | +12.5% | -4.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling