+44.7%
EWZ vs PAAS
+236.3%
-191.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | +6.5% | -2.9% | +9.4% | +7.0% |
| 30D | +4.8% | +6.8% | -2.0% | +3.4% |
| 3M | +9.9% | -2.9% | +12.8% | +9.8% |
| 6M | +1.9% | -16.4% | +18.4% | +3.9% |
| YTD | +20.3% | 0.0% | +20.3% | +18.4% |
| 1Y | +35.6% | +54.3% | -18.7% | +22.9% |
| All | +44.7% | +236.3% | -191.5% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling