+3.4%
EWZ vs PR
+80.0%
-76.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -1.5% |
| 7D | -4.2% | -16.5% | +12.4% | -4.2% |
| 30D | -26.1% | -4.5% | -21.6% | -26.2% |
| 3M | -12.0% | +8.5% | -20.6% | -11.8% |
| 6M | -19.3% | -3.3% | -15.9% | -19.0% |
| YTD | +0.9% | +55.7% | -54.8% | -2.9% |
| 1Y | +3.4% | +82.0% | -78.7% | -2.5% |
| All | +3.4% | +80.0% | -76.6% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling