+213.3%
EWY vs PR
+152.6%
+60.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +4.0% |
| 7D | -10.4% | -16.4% | +6.0% | -9.4% |
| 30D | -25.4% | -1.9% | -23.5% | -25.3% |
| 3M | -16.5% | +8.0% | -24.5% | -17.0% |
| 6M | -24.7% | +4.1% | -28.8% | -25.0% |
| YTD | +40.9% | +58.7% | -17.8% | +36.4% |
| 1Y | +49.8% | +75.8% | -26.0% | +44.0% |
| 3Y | +134.8% | +73.2% | +61.7% | +124.6% |
| 5Y | +91.4% | +230.1% | -138.7% | +74.5% |
| 10Y | +204.3% | +67.4% | +136.9% | +201.3% |
| All | +213.3% | +152.6% | +60.8% | +214.5% |
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 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