+43.6%
EWZ vs PR
+66.0%
-22.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.5% | -16.4% | +14.9% | +0.4% |
| 30D | -24.5% | -1.9% | -22.6% | -24.5% |
| 3M | -10.7% | +8.0% | -18.6% | -11.6% |
| 6M | -19.1% | +4.1% | -23.2% | -19.8% |
| YTD | +1.6% | +58.7% | -57.1% | -4.1% |
| 1Y | +4.3% | +75.8% | -71.5% | -2.8% |
| 3Y | +19.0% | +73.2% | -54.2% | +9.9% |
| 5Y | +57.7% | +230.1% | -172.5% | +32.6% |
| All | +43.6% | +66.0% | -22.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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