+54.2%
EWZ vs PBF
+419.4%
-365.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +0.8% | +6.5% | -5.7% | +0.1% |
| 30D | -24.4% | -20.0% | -4.4% | -22.9% |
| 3M | -4.6% | -3.3% | -1.3% | -4.9% |
| 6M | -11.6% | +76.8% | -88.4% | -17.9% |
| YTD | +2.4% | +168.9% | -166.6% | -11.5% |
| 1Y | +2.1% | +96.4% | -94.3% | -8.2% |
| 3Y | +18.7% | +77.2% | -58.5% | +4.0% |
| All | +54.2% | +419.4% | -365.2% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling