+291.4%
EWY vs PM
+826.5%
-535.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +10.4% | -2.4% | +12.8% | +11.7% |
| 30D | -12.7% | -1.3% | -11.4% | -12.3% |
| 3M | -17.3% | +6.5% | -23.9% | -20.6% |
| 6M | -18.6% | +7.0% | -25.5% | -23.7% |
| YTD | +49.5% | +25.8% | +23.7% | +27.1% |
| 1Y | +55.0% | +30.9% | +24.1% | +28.4% |
| 3Y | +159.0% | +148.0% | +11.0% | +39.9% |
| 5Y | +102.5% | +161.2% | -58.7% | +3.2% |
| 10Y | +232.2% | +261.5% | -29.2% | +21.0% |
| All | +291.4% | +826.5% | -535.1% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling