+67.6%
EWZ vs PH
+712.9%
-645.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +0.6% | +6.9% | -6.3% | -2.7% |
| 30D | -25.5% | +1.7% | -27.2% | -26.7% |
| 3M | -4.5% | -8.1% | +3.6% | -1.4% |
| 6M | -15.3% | +11.5% | -26.8% | -21.2% |
| YTD | +3.1% | +11.4% | -8.3% | -4.6% |
| 1Y | +1.2% | +14.1% | -12.9% | -7.6% |
| 3Y | +19.3% | +138.2% | -119.0% | -30.3% |
| 5Y | +52.3% | +216.0% | -163.7% | -27.8% |
| All | +67.6% | +712.9% | -645.3% | -55.6% |
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