+8.1%
EWZ vs PBF
+120.1%
-112.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.7% | +8.3% | +1.4% |
| 7D | -4.1% | -0.9% | -3.2% | -4.1% |
| 30D | -25.0% | -13.7% | -11.3% | -25.0% |
| 3M | -10.6% | +10.6% | -21.3% | -10.5% |
| 6M | -16.6% | +61.2% | -77.8% | -15.7% |
| YTD | +2.5% | +172.7% | -170.2% | -2.5% |
| 1Y | +8.1% | +111.0% | -102.9% | +6.0% |
| All | +8.1% | +120.1% | -112.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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