+346.7%
EWZ vs PH
+5,270.3%
-4,923.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.3% |
| 7D | -4.2% | -3.9% | -0.3% | -2.1% |
| 30D | -26.1% | -9.4% | -16.7% | -22.4% |
| 3M | -12.0% | -10.3% | -1.7% | -7.6% |
| 6M | -19.3% | +2.7% | -21.9% | -22.2% |
| YTD | +0.9% | +2.1% | -1.2% | -3.1% |
| 1Y | +3.4% | +16.2% | -12.8% | -8.7% |
| 3Y | +18.6% | +129.3% | -110.7% | -34.9% |
| 5Y | +56.6% | +191.7% | -135.2% | -29.9% |
| 10Y | +50.3% | +759.2% | -709.0% | -69.6% |
| All | +346.7% | +5,270.3% | -4,923.5% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling