+64.2%
EWZ vs PPG
+53.6%
+10.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.0% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | -25.9% | +17.7% | -43.6% | -31.7% |
| 3M | -6.1% | +7.4% | -13.5% | -9.8% |
| 6M | -16.1% | +16.4% | -32.5% | -23.0% |
| YTD | +1.0% | +22.4% | -21.4% | -10.5% |
| 1Y | 0.0% | +28.6% | -28.6% | -13.7% |
| 3Y | +16.8% | +2.0% | +14.9% | +10.5% |
| 5Y | +52.1% | -15.6% | +67.7% | +54.7% |
| All | +64.2% | +53.6% | +10.6% | +8.9% |
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