+8.1%
EWZ vs PBR
+74.7%
-66.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.0% | +8.6% | +5.2% |
| 7D | -4.1% | -11.0% | +6.9% | +1.7% |
| 30D | -25.0% | -18.8% | -6.2% | -14.7% |
| 3M | -10.6% | +7.8% | -18.5% | -8.0% |
| 6M | -16.6% | -7.6% | -9.0% | -9.5% |
| YTD | +2.5% | +72.7% | -70.2% | -19.0% |
| 1Y | +8.1% | +72.9% | -64.9% | -12.9% |
| All | +8.1% | +74.7% | -66.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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