+290.8%
EWY vs PH
+804.8%
-514.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.5% |
| 7D | +1.2% | -3.1% | +4.4% | +2.7% |
| 30D | +9.3% | -11.8% | +21.1% | +15.5% |
| 3M | +2.4% | +6.9% | -4.5% | -0.5% |
| 6M | +40.3% | -1.3% | +41.5% | +40.8% |
| YTD | +88.0% | +7.0% | +81.1% | +82.3% |
| 1Y | +143.8% | +23.1% | +120.7% | +121.4% |
| 3Y | +217.8% | +135.4% | +82.4% | +109.5% |
| 5Y | +142.7% | +250.3% | -107.6% | +29.6% |
| All | +290.8% | +804.8% | -514.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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