+60.8%
EWZ vs PH
+737.8%
-677.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +1.3% | +2.1% | -0.8% | +0.1% |
| 30D | -26.2% | +0.3% | -26.4% | -26.8% |
| 3M | -8.6% | -8.8% | +0.2% | -5.3% |
| 6M | -17.0% | +10.0% | -27.1% | -22.3% |
| YTD | +2.2% | +10.5% | -8.3% | -5.1% |
| 1Y | +2.7% | +15.5% | -12.9% | -6.9% |
| 3Y | +18.2% | +136.4% | -118.2% | -30.6% |
| 5Y | +56.0% | +213.6% | -157.6% | -25.7% |
| 10Y | +60.8% | +713.9% | -653.1% | -56.5% |
| All | +60.8% | +737.8% | -677.0% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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