+50.3%
EWZ vs PFGC
+360.0%
-309.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.9% |
| 7D | +1.4% | +10.8% | -9.4% | -1.5% |
| 30D | -25.1% | +17.8% | -42.9% | -28.5% |
| 3M | -7.7% | -2.7% | -5.0% | -7.6% |
| 6M | -15.8% | +20.0% | -35.9% | -20.5% |
| YTD | +3.6% | +24.3% | -20.7% | -3.4% |
| 1Y | +5.5% | +13.2% | -7.7% | +0.7% |
| 3Y | +22.1% | +85.9% | -63.8% | +0.6% |
| 5Y | +58.3% | +141.0% | -82.7% | +18.3% |
| 10Y | +50.3% | +370.6% | -320.3% | -2.8% |
| All | +50.3% | +360.0% | -309.7% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling