+432.5%
EWZ vs PNR
+855.6%
-423.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +6.5% | -2.4% | +8.9% | +7.8% |
| 30D | +4.8% | -12.8% | +17.6% | +12.3% |
| 3M | +9.9% | -17.0% | +26.9% | +19.0% |
| 6M | +1.9% | -37.4% | +39.4% | +27.4% |
| YTD | +20.3% | -41.6% | +61.9% | +54.7% |
| 1Y | +35.6% | -44.6% | +80.2% | +78.9% |
| 3Y | +43.4% | -12.1% | +55.6% | +41.7% |
| 5Y | +55.9% | -17.4% | +73.3% | +51.8% |
| 10Y | +84.2% | +64.0% | +20.2% | +15.5% |
| All | +432.5% | +855.6% | -423.0% | +42.5% |
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