+17.1%
EWZ vs PFGC
+80.6%
-63.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -25.9% | +16.1% | -42.0% | -28.0% |
| 3M | -6.1% | +2.4% | -8.5% | -6.5% |
| 6M | -16.1% | +15.7% | -31.8% | -18.9% |
| YTD | +1.0% | +22.3% | -21.3% | -4.0% |
| 1Y | 0.0% | +13.9% | -13.9% | -3.5% |
| All | +17.1% | +80.6% | -63.5% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling