+87.3%
EWZ vs PR
+147.8%
-60.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -1.0% |
| 7D | -4.2% | -16.5% | +12.4% | -2.4% |
| 30D | -26.1% | -4.5% | -21.6% | -25.9% |
| 3M | -12.0% | +8.5% | -20.6% | -13.0% |
| 6M | -19.3% | -3.3% | -15.9% | -19.3% |
| YTD | +0.9% | +55.7% | -54.8% | -4.5% |
| 1Y | +3.4% | +82.0% | -78.7% | -3.9% |
| 3Y | +18.6% | +62.5% | -43.9% | +10.4% |
| 5Y | +56.6% | +223.9% | -167.3% | +32.4% |
| 10Y | +50.3% | +64.2% | -13.9% | +26.4% |
| All | +87.3% | +147.8% | -60.5% | +56.7% |
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