+33.0%
EWZ vs PL
+16.0%
+17.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.1% | +8.6% | -0.8% |
| 7D | -4.2% | -20.5% | +16.4% | -2.7% |
| 30D | -26.1% | -38.8% | +12.6% | -23.7% |
| 3M | -12.0% | -49.1% | +37.1% | -8.1% |
| 6M | -19.3% | -69.4% | +50.1% | -13.2% |
| YTD | +0.9% | -42.3% | +43.3% | +2.3% |
| 1Y | +3.4% | -14.2% | +17.6% | +1.1% |
| 3Y | +18.6% | +398.7% | -380.1% | -5.0% |
| 5Y | +56.6% | +11.1% | +45.4% | +33.2% |
| All | +33.0% | +16.0% | +17.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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