+44.7%
EWZ vs PBF
+65.3%
-20.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +6.5% | +4.3% | +2.2% | +6.2% |
| 30D | +4.8% | +22.0% | -17.1% | +3.1% |
| 3M | +9.9% | +74.5% | -64.6% | +4.7% |
| 6M | +1.9% | +67.7% | -65.7% | -3.3% |
| YTD | +20.3% | +179.2% | -158.9% | +6.5% |
| 1Y | +35.6% | +170.0% | -134.4% | +19.8% |
| All | +44.7% | +65.3% | -20.6% | +26.6% |
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 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