+55.0%
EWZ vs PR
+433.6%
-378.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +6.5% | +2.9% | +3.6% | +6.0% |
| 30D | +4.8% | +18.0% | -13.2% | +1.8% |
| 3M | +9.9% | +16.9% | -7.0% | +6.6% |
| 6M | +1.9% | +28.2% | -26.3% | -3.2% |
| YTD | +20.3% | +69.3% | -49.0% | +8.3% |
| 1Y | +35.6% | +69.5% | -33.9% | +21.7% |
| 3Y | +43.4% | +81.7% | -38.2% | +24.2% |
| All | +55.0% | +433.6% | -378.6% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling