+241.1%
EWY vs PM
+259.9%
-18.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.9% |
| 7D | -2.8% | -7.1% | +4.2% | -0.9% |
| 30D | -13.1% | -2.8% | -10.3% | -12.5% |
| 3M | -11.6% | +6.3% | -18.0% | -13.3% |
| 6M | -23.4% | +9.6% | -33.0% | -26.5% |
| YTD | +52.0% | +25.6% | +26.4% | +39.0% |
| 1Y | +58.6% | +29.7% | +28.9% | +43.2% |
| 3Y | +163.3% | +147.6% | +15.8% | +81.3% |
| 5Y | +108.7% | +160.1% | -51.4% | +39.2% |
| All | +241.1% | +259.9% | -18.7% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling