+67.0%
EWZ vs PNR
+101.4%
-34.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.6% | -3.7% | +4.3% | +2.2% |
| 30D | -25.5% | +33.1% | -58.6% | -34.6% |
| 3M | -4.5% | +3.7% | -8.2% | -6.8% |
| 6M | -15.3% | -7.7% | -7.6% | -14.0% |
| YTD | +3.1% | -32.4% | +35.5% | +19.3% |
| 1Y | +1.2% | -35.0% | +36.2% | +19.1% |
| 3Y | +19.3% | +17.1% | +2.2% | +1.5% |
| 5Y | +52.3% | +0.1% | +52.1% | +38.0% |
| 10Y | +67.0% | +103.2% | -36.2% | -12.3% |
| All | +67.0% | +101.4% | -34.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling