+8.1%
EWZ vs PNR
-31.2%
+39.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.3% |
| 7D | -4.1% | +11.9% | -16.0% | -5.4% |
| 30D | -25.0% | +37.1% | -62.1% | -28.1% |
| 3M | -10.6% | +5.7% | -16.3% | -10.5% |
| 6M | -16.6% | -5.7% | -10.9% | -14.8% |
| YTD | +2.5% | -29.8% | +32.3% | +8.5% |
| 1Y | +8.1% | -31.8% | +39.9% | +15.6% |
| All | +8.1% | -31.2% | +39.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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