+4.3%
EWZ vs PBF
+94.2%
-89.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | -1.5% | -13.8% | +12.3% | -1.9% |
| 30D | -24.5% | -19.6% | -4.9% | -24.7% |
| 3M | -10.7% | +10.3% | -20.9% | -10.7% |
| 6M | -19.1% | +63.4% | -82.5% | -18.3% |
| YTD | +1.6% | +152.6% | -151.0% | -3.8% |
| 1Y | +4.3% | +87.4% | -83.1% | +2.6% |
| All | +4.3% | +94.2% | -89.9% | +2.6% |
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