+98.5%
EWY vs PH
+203.8%
-105.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.2% | +4.3% | -0.1% | +2.3% |
| 30D | -10.7% | +0.1% | -10.8% | -10.6% |
| 3M | -20.1% | -9.4% | -10.7% | -16.6% |
| 6M | -24.3% | +8.8% | -33.1% | -26.8% |
| YTD | +46.9% | +9.6% | +37.2% | +41.6% |
| 1Y | +55.2% | +14.4% | +40.7% | +47.1% |
| 3Y | +157.0% | +134.5% | +22.4% | +75.4% |
| All | +98.5% | +203.8% | -105.2% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling