+43.6%
EWZ vs PH
+759.6%
-716.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.7% |
| 7D | -1.5% | +2.0% | -3.5% | -2.6% |
| 30D | -24.5% | -3.7% | -20.8% | -23.7% |
| 3M | -10.7% | -14.0% | +3.3% | -4.7% |
| 6M | -19.1% | +2.1% | -21.2% | -21.3% |
| YTD | +1.6% | +5.1% | -3.4% | -3.1% |
| 1Y | +4.3% | +10.9% | -6.6% | -3.4% |
| 3Y | +19.0% | +132.9% | -114.0% | -29.3% |
| 5Y | +57.7% | +200.1% | -142.4% | -22.5% |
| All | +43.6% | +759.6% | -716.0% | -50.2% |
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