+123.2%
EWZ vs PR
+169.5%
-46.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +6.5% | +2.9% | +3.6% | +6.2% |
| 30D | +4.8% | +18.0% | -13.2% | +2.9% |
| 3M | +9.9% | +16.9% | -7.0% | +7.9% |
| 6M | +1.9% | +28.2% | -26.3% | -1.2% |
| YTD | +20.3% | +69.3% | -49.0% | +13.0% |
| 1Y | +35.6% | +69.5% | -33.9% | +27.2% |
| 3Y | +43.4% | +81.7% | -38.2% | +32.1% |
| 5Y | +55.9% | +422.2% | -366.3% | +26.0% |
| 10Y | +84.2% | +110.4% | -26.2% | +54.7% |
| All | +123.2% | +169.5% | -46.3% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling