+55.0%
EWZ vs PH
+254.3%
-199.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +6.5% | -3.1% | +9.6% | +7.5% |
| 30D | +4.8% | -3.2% | +8.1% | +5.7% |
| 3M | +9.9% | +10.6% | -0.7% | +5.9% |
| 6M | +1.9% | -2.1% | +4.1% | +2.0% |
| YTD | +20.3% | +10.2% | +10.1% | +15.8% |
| 1Y | +35.6% | +28.2% | +7.4% | +23.9% |
| 3Y | +43.4% | +134.9% | -91.4% | +4.0% |
| All | +55.0% | +254.3% | -199.3% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling