+290.8%
EWY vs PM
+217.1%
+73.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -4.8% |
| 7D | +1.2% | +1.9% | -0.7% | +0.6% |
| 30D | +9.3% | +1.9% | +7.4% | +8.5% |
| 3M | +2.4% | +4.6% | -2.2% | +0.1% |
| 6M | +40.3% | +11.7% | +28.6% | +32.8% |
| YTD | +88.0% | +20.4% | +67.7% | +73.8% |
| 1Y | +143.8% | +19.0% | +124.9% | +125.2% |
| 3Y | +217.8% | +130.4% | +87.4% | +122.6% |
| 5Y | +142.7% | +131.5% | +11.3% | +67.5% |
| All | +290.8% | +217.1% | +73.7% | +131.7% |
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