+157.0%
EWY vs PL
+536.4%
-379.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.7% |
| 7D | +4.2% | +10.0% | -5.8% | +2.7% |
| 30D | -10.7% | -2.3% | -8.4% | -10.4% |
| 3M | -20.1% | -44.2% | +24.1% | -14.1% |
| 6M | -24.3% | -66.1% | +41.8% | -14.3% |
| YTD | +46.9% | -30.0% | +76.8% | +54.1% |
| 1Y | +55.2% | +21.0% | +34.2% | +54.0% |
| 3Y | +157.0% | +516.5% | -359.6% | +100.1% |
| All | +157.0% | +536.4% | -379.4% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling