+43.6%
EWZ vs PAAS
+192.1%
-148.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -1.5% | +8.4% | -9.9% | -3.0% |
| 30D | -24.5% | -7.2% | -17.4% | -23.6% |
| 3M | -10.7% | -14.0% | +3.3% | -8.8% |
| 6M | -19.1% | -26.8% | +7.7% | -15.3% |
| YTD | +1.6% | -19.8% | +21.4% | +3.6% |
| 1Y | +4.3% | +22.8% | -18.5% | -2.3% |
| 3Y | +19.0% | +183.6% | -164.7% | -8.6% |
| 5Y | +57.7% | +73.8% | -16.2% | +29.4% |
| All | +43.6% | +192.1% | -148.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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