-18.6%
EWY vs PM
+8.8%
-27.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.5% |
| 7D | +10.4% | -2.4% | +12.8% | +8.0% |
| 30D | -12.7% | -1.3% | -11.4% | -12.5% |
| 3M | -17.3% | +6.5% | -23.9% | -7.6% |
| 6M | -18.6% | +7.0% | -25.5% | -5.8% |
| All | -18.6% | +8.8% | -27.4% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling