+352.2%
EWZ vs PNR
+1,010.5%
-658.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +1.3% | -0.1% | +1.5% | +1.3% |
| 30D | -26.2% | +33.4% | -59.5% | -37.0% |
| 3M | -8.6% | +4.9% | -13.5% | -12.1% |
| 6M | -17.0% | -8.5% | -8.5% | -15.5% |
| YTD | +2.2% | -32.1% | +34.3% | +20.1% |
| 1Y | +2.7% | -35.0% | +37.7% | +23.2% |
| 3Y | +18.2% | +17.6% | +0.6% | -0.9% |
| 5Y | +56.0% | +0.9% | +55.2% | +35.6% |
| 10Y | +60.8% | +101.4% | -40.6% | -10.1% |
| All | +352.2% | +1,010.5% | -658.3% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling