+67.6%
EWZ vs PBR
+566.3%
-498.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +2.3% |
| 7D | +0.6% | -9.1% | +9.7% | +6.1% |
| 30D | -25.5% | -29.9% | +4.4% | -8.2% |
| 3M | -4.5% | +2.3% | -6.8% | -5.4% |
| 6M | -15.3% | -10.9% | -4.4% | -9.8% |
| YTD | +3.1% | +56.9% | -53.8% | -22.0% |
| 1Y | +1.2% | +38.0% | -36.8% | -17.6% |
| 3Y | +19.3% | +64.8% | -45.5% | -15.5% |
| 5Y | +52.3% | +447.1% | -394.8% | -50.7% |
| All | +67.6% | +566.3% | -498.7% | -59.7% |
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