+65.5%
EWZ vs PAAS
+187.5%
-122.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -0.3% |
| 7D | +1.3% | +4.2% | -2.9% | +0.5% |
| 30D | -26.2% | -13.8% | -12.4% | -24.3% |
| 3M | -8.6% | -22.7% | +14.1% | -4.8% |
| 6M | -17.0% | -32.1% | +15.1% | -12.0% |
| YTD | +2.2% | -22.3% | +24.4% | +4.7% |
| 1Y | +2.7% | +7.7% | -5.0% | -1.3% |
| 3Y | +18.2% | +214.0% | -195.8% | -10.6% |
| 5Y | +56.0% | +63.2% | -7.2% | +29.7% |
| All | +65.5% | +187.5% | -122.0% | +11.1% |
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