+219.4%
EWY vs PR
+66.7%
+152.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.8% |
| 7D | -6.3% | -12.4% | +6.1% | -5.5% |
| 30D | -19.8% | -6.6% | -13.3% | -19.5% |
| 3M | -14.4% | +7.5% | -21.9% | -14.9% |
| 6M | -25.3% | +10.8% | -36.1% | -25.9% |
| YTD | +46.2% | +57.0% | -10.9% | +41.5% |
| 1Y | +58.3% | +67.9% | -9.7% | +52.5% |
| 3Y | +155.0% | +87.6% | +67.4% | +142.6% |
| 5Y | +99.5% | +220.4% | -120.9% | +81.8% |
| 10Y | +219.4% | +64.8% | +154.6% | +221.2% |
| All | +219.4% | +66.7% | +152.7% | +221.2% |
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