+56.0%
EWZ vs PL
+36.0%
+20.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | +1.3% | +5.6% | -4.3% | +0.8% |
| 30D | -26.2% | -16.9% | -9.2% | -25.4% |
| 3M | -8.6% | -38.2% | +29.6% | -5.9% |
| 6M | -17.0% | -63.4% | +46.4% | -12.0% |
| YTD | +2.2% | -27.6% | +29.8% | +1.9% |
| 1Y | +2.7% | +6.6% | -3.9% | -1.1% |
| 3Y | +18.2% | +557.6% | -539.4% | -7.2% |
| 5Y | +56.0% | +39.5% | +16.5% | +32.0% |
| All | +56.0% | +36.0% | +20.0% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling