+293.2%
EWY vs PR
+101.2%
+192.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.5% |
| 7D | +8.0% | -0.6% | +8.6% | +8.1% |
| 30D | +14.3% | +17.4% | -3.0% | +13.2% |
| 3M | +2.3% | +21.8% | -19.5% | +1.0% |
| 6M | +49.9% | +27.6% | +22.3% | +47.2% |
| YTD | +95.3% | +71.4% | +23.9% | +88.3% |
| 1Y | +161.7% | +78.3% | +83.4% | +151.4% |
| 3Y | +230.2% | +85.5% | +144.7% | +214.3% |
| 5Y | +148.1% | +422.7% | -274.5% | +121.2% |
| 10Y | +293.2% | +87.1% | +206.0% | +291.3% |
| All | +293.2% | +101.2% | +192.0% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling