+60.1%
EWZ vs PPG
-20.0%
+80.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | -0.1% | -3.7% | +3.7% | +1.0% |
| 30D | +8.2% | -7.2% | +15.4% | +10.4% |
| 3M | +13.3% | -7.3% | +20.6% | +15.3% |
| 6M | +3.6% | +0.3% | +3.3% | +2.8% |
| YTD | +21.0% | +6.5% | +14.4% | +17.8% |
| 1Y | +34.7% | +0.5% | +34.1% | +32.9% |
| 3Y | +48.3% | -15.3% | +63.6% | +51.3% |
| 5Y | +60.1% | -22.9% | +83.0% | +57.7% |
| All | +60.1% | -20.0% | +80.0% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling