+62.4%
EWY vs PL
-0.6%
+63.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -0.6% |
| 7D | -8.3% | -11.7% | +3.4% | -6.0% |
| 30D | -20.5% | -27.1% | +6.6% | -15.6% |
| 3M | -11.1% | -44.6% | +33.5% | -0.8% |
| 6M | -7.0% | -67.2% | +60.2% | +12.1% |
| YTD | +56.5% | -35.9% | +92.3% | +82.9% |
| 1Y | +62.4% | -0.4% | +62.8% | +89.4% |
| All | +62.4% | -0.6% | +63.1% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling