+62.4%
EWY vs PM
+48.8%
+13.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.3% |
| 7D | -8.3% | +4.3% | -12.6% | -6.7% |
| 30D | -20.5% | +11.5% | -32.0% | -16.9% |
| 3M | -11.1% | +13.0% | -24.2% | -6.3% |
| 6M | -7.0% | +25.9% | -32.9% | -3.1% |
| YTD | +56.5% | +34.0% | +22.5% | +68.8% |
| 1Y | +62.4% | +46.9% | +15.5% | +80.1% |
| All | +62.4% | +48.8% | +13.6% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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