+91.2%
EWZ vs PPG
+26.3%
+64.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.2% |
| 7D | +1.1% | -5.1% | +6.3% | +3.6% |
| 30D | +13.5% | -9.6% | +23.0% | +18.9% |
| 3M | +15.2% | -6.4% | +21.7% | +18.1% |
| 6M | +3.7% | +0.5% | +3.2% | +2.1% |
| YTD | +22.5% | +4.4% | +18.1% | +17.7% |
| 1Y | +35.3% | -0.9% | +36.2% | +32.7% |
| 3Y | +50.2% | -17.0% | +67.2% | +57.5% |
| 5Y | +64.6% | -23.7% | +88.2% | +73.2% |
| All | +91.2% | +26.3% | +64.9% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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