+1.9%
EWZ vs PBF
+90.7%
-88.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.8% |
| 7D | +6.5% | +4.3% | +2.2% | +6.8% |
| 30D | +4.8% | +22.0% | -17.1% | +6.6% |
| 3M | +9.9% | +74.5% | -64.6% | +17.5% |
| 6M | +1.9% | +67.7% | -65.7% | +9.5% |
| All | +1.9% | +90.7% | -88.7% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling