+1,244.2%
EWY vs PH
+4,710.8%
-3,466.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.9% |
| 7D | +8.0% | +0.4% | +7.6% | +7.8% |
| 30D | +14.3% | -10.8% | +25.2% | +21.3% |
| 3M | +2.3% | +8.5% | -6.2% | -2.0% |
| 6M | +49.9% | +3.9% | +45.9% | +46.3% |
| YTD | +95.3% | +9.4% | +85.9% | +85.7% |
| 1Y | +161.7% | +26.8% | +134.9% | +128.7% |
| 3Y | +230.2% | +140.8% | +89.4% | +96.8% |
| 5Y | +148.1% | +253.8% | -105.7% | +16.0% |
| 10Y | +293.2% | +792.3% | -499.2% | -2.3% |
| All | +1,244.2% | +4,710.8% | -3,466.6% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling