+67.6%
EWZ vs PNR
-17.7%
+85.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.6% |
| 7D | +5.6% | -3.0% | +8.6% | +6.3% |
| 30D | +9.3% | -14.9% | +24.2% | +13.4% |
| 3M | +15.7% | -19.0% | +34.7% | +20.8% |
| 6M | +7.4% | -35.9% | +43.4% | +18.6% |
| YTD | +22.7% | -43.1% | +65.8% | +39.0% |
| 1Y | +36.4% | -46.4% | +82.8% | +56.7% |
| 3Y | +50.4% | -10.8% | +61.2% | +50.2% |
| 5Y | +67.6% | -18.9% | +86.5% | +70.1% |
| All | +67.6% | -17.7% | +85.4% | +70.1% |
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