+89.4%
EWZ vs PBR
+697.0%
-607.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.5% |
| 7D | +0.9% | +5.4% | -4.5% | -2.1% |
| 30D | +12.8% | +22.9% | -10.1% | +0.1% |
| 3M | +10.8% | +19.6% | -8.9% | -0.8% |
| 6M | +2.5% | +16.5% | -14.0% | -7.8% |
| YTD | +21.4% | +86.7% | -65.3% | -17.4% |
| 1Y | +32.8% | +74.7% | -41.9% | -6.4% |
| 3Y | +45.2% | +102.6% | -57.4% | -9.6% |
| 5Y | +63.0% | +566.6% | -503.6% | -53.5% |
| All | +89.4% | +697.0% | -607.6% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling