+58.6%
EWZ vs PL
+84.9%
-26.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | +6.5% | -9.3% | +15.8% | +7.2% |
| 30D | +4.8% | -18.9% | +23.8% | +6.3% |
| 3M | +9.9% | -58.4% | +68.3% | +16.1% |
| 6M | +1.9% | -30.3% | +32.3% | +2.8% |
| YTD | +20.3% | -8.1% | +28.4% | +18.4% |
| 1Y | +35.6% | +180.5% | -144.9% | +20.6% |
| 3Y | +43.4% | +444.1% | -400.7% | +14.8% |
| 5Y | +55.9% | +83.0% | -27.1% | +28.3% |
| All | +58.6% | +84.9% | -26.3% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling