+66.5%
EWZ vs PPL
+67.2%
-0.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.7% |
| 7D | +0.8% | -0.4% | +1.1% | +0.9% |
| 30D | -24.4% | +2.6% | -27.0% | -25.5% |
| 3M | -4.6% | +0.8% | -5.4% | -5.2% |
| 6M | -11.6% | +1.4% | -13.0% | -12.7% |
| YTD | +2.4% | +4.3% | -1.9% | -0.9% |
| 1Y | +2.1% | +0.8% | +1.3% | +0.6% |
| 3Y | +18.7% | +57.9% | -39.2% | -10.7% |
| 5Y | +54.2% | +48.3% | +5.9% | +18.4% |
| All | +66.5% | +67.2% | -0.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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