+58.3%
EWZ vs PNR
+0.7%
+57.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.3% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -25.1% | +34.4% | -59.5% | -30.2% |
| 3M | -7.7% | +2.4% | -10.1% | -8.4% |
| 6M | -15.8% | -7.8% | -8.1% | -14.7% |
| YTD | +3.6% | -31.6% | +35.2% | +12.5% |
| 1Y | +5.5% | -33.6% | +39.1% | +15.4% |
| 3Y | +22.1% | +19.9% | +2.2% | +13.5% |
| 5Y | +58.3% | +0.8% | +57.6% | +52.9% |
| All | +58.3% | +0.7% | +57.7% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling