+55.0%
EWZ vs PAAS
+113.1%
-58.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | +6.5% | -2.9% | +9.4% | +7.1% |
| 30D | +4.8% | +6.8% | -2.0% | +3.2% |
| 3M | +9.9% | -2.9% | +12.8% | +9.7% |
| 6M | +1.9% | -16.4% | +18.4% | +4.2% |
| YTD | +20.3% | 0.0% | +20.3% | +18.0% |
| 1Y | +35.6% | +54.3% | -18.7% | +20.8% |
| 3Y | +43.4% | +230.7% | -187.2% | +3.8% |
| All | +55.0% | +113.1% | -58.1% | +23.4% |
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