+50.4%
EWZ vs PBR
+98.1%
-47.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +0.5% |
| 7D | +5.6% | +2.5% | +3.1% | +4.5% |
| 30D | +9.3% | +19.4% | -10.1% | +1.4% |
| 3M | +15.7% | +20.8% | -5.1% | +6.5% |
| 6M | +7.4% | +23.5% | -16.0% | -3.4% |
| YTD | +22.7% | +83.4% | -60.7% | -8.5% |
| 1Y | +36.4% | +77.6% | -41.2% | +3.1% |
| 3Y | +50.4% | +99.9% | -49.5% | +4.4% |
| All | +50.4% | +98.1% | -47.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling