+56.6%
EWZ vs PAAS
+75.8%
-19.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -4.2% | -0.4% | -3.7% | -4.2% |
| 30D | -26.1% | -11.6% | -14.5% | -24.5% |
| 3M | -12.0% | -15.6% | +3.5% | -9.8% |
| 6M | -19.3% | -19.1% | -0.1% | -17.1% |
| YTD | +0.9% | -20.9% | +21.9% | +3.2% |
| 1Y | +3.4% | +21.3% | -17.9% | -3.3% |
| 3Y | +18.6% | +177.4% | -158.8% | -11.3% |
| 5Y | +56.6% | +71.3% | -14.7% | +34.5% |
| All | +56.6% | +75.8% | -19.2% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling