+148.7%
EWY vs PNR
-21.7%
+170.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | -0.1% | -6.0% | +5.9% | +2.1% |
| 30D | +7.3% | -14.0% | +21.3% | +12.9% |
| 3M | -5.1% | -21.7% | +16.6% | +2.4% |
| 6M | +42.1% | -37.3% | +79.3% | +66.6% |
| YTD | +94.1% | -45.1% | +139.2% | +137.7% |
| 1Y | +147.8% | -49.1% | +197.0% | +212.0% |
| 3Y | +222.9% | -14.8% | +237.8% | +227.8% |
| All | +148.7% | -21.7% | +170.4% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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