+92.6%
EWZ vs PNR
+63.0%
+29.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.6% |
| 7D | -0.1% | -3.9% | +3.8% | +1.6% |
| 30D | +8.2% | -13.8% | +22.0% | +15.1% |
| 3M | +13.3% | -22.5% | +35.8% | +24.8% |
| 6M | +3.6% | -37.2% | +40.7% | +24.8% |
| YTD | +21.0% | -44.2% | +65.2% | +52.7% |
| 1Y | +34.7% | -46.6% | +81.3% | +73.2% |
| 3Y | +48.3% | -12.5% | +60.8% | +45.2% |
| 5Y | +60.1% | -19.3% | +79.4% | +60.7% |
| 10Y | +92.6% | +67.5% | +25.1% | +18.0% |
| All | +92.6% | +63.0% | +29.6% | +18.0% |
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