+17.1%
EWZ vs PBF
+79.2%
-62.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.3% | -2.2% |
| 7D | +0.1% | +4.3% | -4.2% | -0.2% |
| 30D | -25.9% | -21.8% | -4.1% | -24.8% |
| 3M | -6.1% | +1.7% | -7.9% | -6.8% |
| 6M | -16.1% | +69.8% | -85.9% | -20.2% |
| YTD | +1.0% | +167.7% | -166.8% | -10.6% |
| 1Y | 0.0% | +89.0% | -89.0% | -7.6% |
| All | +17.1% | +79.2% | -62.1% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling