+151.9%
EWZ vs PFGC
+485.3%
-333.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | -25.5% | +17.4% | -42.9% | -28.9% |
| 3M | -4.5% | -2.4% | -2.1% | -4.5% |
| 6M | -15.3% | +18.2% | -33.5% | -19.7% |
| YTD | +3.1% | +23.7% | -20.6% | -3.9% |
| 1Y | +1.2% | +15.0% | -13.7% | -3.9% |
| 3Y | +19.3% | +82.3% | -63.1% | -1.5% |
| 5Y | +52.3% | +131.9% | -79.7% | +14.4% |
| 10Y | +67.0% | +353.0% | -286.0% | 0.0% |
| All | +151.9% | +485.3% | -333.4% | +34.5% |
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 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