+66.5%
EWZ vs PNR
+99.2%
-32.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | -24.4% | +31.7% | -56.1% | -33.3% |
| 3M | -4.6% | +2.6% | -7.2% | -6.5% |
| 6M | -11.6% | -6.4% | -5.2% | -10.8% |
| YTD | +2.4% | -33.4% | +35.8% | +19.3% |
| 1Y | +2.1% | -35.1% | +37.1% | +20.2% |
| 3Y | +18.7% | +17.1% | +1.6% | +0.9% |
| 5Y | +54.2% | -3.5% | +57.7% | +42.7% |
| All | +66.5% | +99.2% | -32.7% | -12.2% |
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