+57.6%
EWY vs PM
+30.1%
+27.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.5% |
| 7D | -2.8% | -7.1% | +4.2% | -5.1% |
| 30D | -13.1% | -2.8% | -10.3% | -13.4% |
| 3M | -11.6% | +6.3% | -18.0% | -8.8% |
| 6M | -23.4% | +9.6% | -33.0% | -20.3% |
| YTD | +52.0% | +25.6% | +26.4% | +59.9% |
| All | +57.6% | +30.1% | +27.4% | +67.8% |
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