+68.6%
EWY vs PL
+46.6%
+22.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.5% | -10.8% | +1.8% |
| 7D | -6.3% | +10.9% | -17.2% | -7.6% |
| 30D | -19.8% | -16.4% | -3.5% | -18.1% |
| 3M | -14.4% | -39.9% | +25.5% | -9.1% |
| 6M | -25.3% | -63.2% | +37.9% | -16.3% |
| YTD | +46.2% | -27.1% | +73.3% | +50.9% |
| 1Y | +58.3% | +12.2% | +46.1% | +55.3% |
| 3Y | +155.0% | +584.3% | -429.3% | +90.2% |
| 5Y | +99.5% | +37.0% | +62.5% | +66.1% |
| All | +68.6% | +46.6% | +22.0% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling