+66.5%
EWZ vs PH
+700.2%
-633.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | +4.3% | -3.6% | -1.4% |
| 30D | -24.4% | +0.1% | -24.5% | -25.0% |
| 3M | -4.6% | -9.4% | +4.8% | -0.7% |
| 6M | -11.6% | +8.8% | -20.3% | -16.7% |
| YTD | +2.4% | +9.6% | -7.2% | -4.5% |
| 1Y | +2.1% | +14.4% | -12.4% | -7.0% |
| 3Y | +18.7% | +134.5% | -115.8% | -30.1% |
| 5Y | +54.2% | +204.4% | -150.3% | -25.3% |
| All | +66.5% | +700.2% | -633.7% | -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