+91.0%
EWY vs PL
+20.8%
+70.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.4% | -6.3% | +2.7% |
| 7D | -10.4% | -6.8% | -3.6% | -9.5% |
| 30D | -25.4% | -29.3% | +3.9% | -22.0% |
| 3M | -16.5% | -44.8% | +28.2% | -10.2% |
| 6M | -24.7% | -68.4% | +43.7% | -13.9% |
| YTD | +40.9% | -36.4% | +77.3% | +48.3% |
| 1Y | +49.8% | +0.7% | +49.1% | +49.3% |
| 3Y | +134.8% | +455.3% | -320.5% | +79.9% |
| All | +91.0% | +20.8% | +70.2% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling