+57.8%
EWZ vs PFGC
+121.6%
-63.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.1% |
| 7D | -1.5% | +8.5% | -10.0% | -3.4% |
| 30D | -24.5% | +15.0% | -39.5% | -27.0% |
| 3M | -10.7% | -6.2% | -4.5% | -9.7% |
| 6M | -19.1% | +15.7% | -34.8% | -22.2% |
| YTD | +1.6% | +19.6% | -17.9% | -3.5% |
| 1Y | +4.3% | +13.2% | -8.9% | +0.2% |
| 3Y | +19.0% | +77.0% | -58.0% | +1.3% |
| All | +57.8% | +121.6% | -63.8% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling