+194.0%
EWZ vs PFGC
+419.1%
-225.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.5% | -2.2% | +8.7% | +7.1% |
| 30D | +4.8% | -11.9% | +16.8% | +8.3% |
| 3M | +9.9% | +5.0% | +4.9% | +8.1% |
| 6M | +1.9% | +8.6% | -6.7% | -0.8% |
| YTD | +20.3% | +9.7% | +10.6% | +16.4% |
| 1Y | +35.6% | -6.3% | +41.9% | +36.6% |
| 3Y | +43.4% | +58.2% | -14.8% | +23.6% |
| 5Y | +55.9% | +110.4% | -54.5% | +20.6% |
| 10Y | +84.2% | +272.8% | -188.6% | +17.0% |
| All | +194.0% | +419.1% | -225.1% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling