+153.3%
EWY vs PM
+127.1%
+26.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +6.7% | -1.2% | +7.9% | +6.8% |
| 30D | +17.0% | -0.2% | +17.1% | +16.9% |
| 3M | +3.7% | +4.9% | -1.3% | +2.3% |
| 6M | +42.5% | +9.0% | +33.4% | +38.3% |
| YTD | +96.2% | +17.8% | +78.5% | +87.7% |
| 1Y | +160.4% | +16.8% | +143.6% | +149.3% |
| 3Y | +231.7% | +125.4% | +106.2% | +151.0% |
| 5Y | +153.3% | +128.7% | +24.6% | +86.3% |
| All | +153.3% | +127.1% | +26.1% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling