+408.5%
EWY vs PM
+752.6%
-344.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.6% |
| 7D | +4.8% | -4.9% | +9.7% | +7.4% |
| 30D | +11.7% | -3.4% | +15.1% | +13.3% |
| 3M | -7.4% | +5.2% | -12.6% | -11.8% |
| 6M | +40.6% | +3.7% | +36.8% | +33.2% |
| YTD | +94.3% | +15.8% | +78.5% | +73.1% |
| 1Y | +164.3% | +17.4% | +146.9% | +131.4% |
| 3Y | +221.0% | +116.9% | +104.1% | +87.3% |
| 5Y | +139.1% | +117.3% | +21.8% | +35.9% |
| 10Y | +298.8% | +193.8% | +105.0% | +68.8% |
| All | +408.5% | +752.6% | -344.1% | -27.1% |
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