+332.0%
EWY vs PR
+169.5%
+162.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.7% |
| 7D | +4.8% | +2.9% | +1.9% | +4.6% |
| 30D | +11.7% | +18.0% | -6.4% | +10.5% |
| 3M | -7.4% | +16.9% | -24.3% | -8.3% |
| 6M | +40.6% | +28.2% | +12.4% | +38.0% |
| YTD | +94.3% | +69.3% | +24.9% | +87.5% |
| 1Y | +164.3% | +69.5% | +94.8% | +154.7% |
| 3Y | +221.0% | +81.7% | +139.3% | +206.0% |
| 5Y | +139.1% | +422.2% | -283.1% | +113.5% |
| 10Y | +298.8% | +110.4% | +188.4% | +295.6% |
| All | +332.0% | +169.5% | +162.5% | +332.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling