+223.3%
EWY vs PR
+73.2%
+150.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.8% |
| 7D | +4.8% | +2.9% | +1.9% | +4.5% |
| 30D | +11.7% | +18.0% | -6.4% | +9.7% |
| 3M | -7.4% | +16.9% | -24.3% | -8.9% |
| 6M | +40.6% | +28.2% | +12.4% | +34.8% |
| YTD | +94.3% | +69.3% | +24.9% | +77.7% |
| 1Y | +164.3% | +69.5% | +94.8% | +141.1% |
| All | +223.3% | +73.2% | +150.1% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling