+4.3%
EWZ vs PAAS
+21.8%
-17.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -1.5% | +8.4% | -9.9% | -2.9% |
| 30D | -24.5% | -7.2% | -17.4% | -23.7% |
| 3M | -10.7% | -14.0% | +3.3% | -8.9% |
| 6M | -19.1% | -26.8% | +7.7% | -15.5% |
| YTD | +1.6% | -19.8% | +21.4% | +4.7% |
| 1Y | +4.3% | +22.8% | -18.5% | +1.1% |
| All | +4.3% | +21.8% | -17.5% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling