+3.4%
EWZ vs PL
-11.4%
+14.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.1% | +8.6% | -1.0% |
| 7D | -4.2% | -20.5% | +16.4% | -3.1% |
| 30D | -26.1% | -38.8% | +12.6% | -24.3% |
| 3M | -12.0% | -49.1% | +37.1% | -9.2% |
| 6M | -19.3% | -69.4% | +50.1% | -14.6% |
| YTD | +0.9% | -42.3% | +43.3% | +2.9% |
| 1Y | +3.4% | -14.2% | +17.6% | +2.9% |
| All | +3.4% | -11.4% | +14.8% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling