+50.4%
EWZ vs PSLV
+175.1%
-124.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +5.6% | +2.7% | +2.9% | +5.1% |
| 30D | +9.3% | +3.5% | +5.8% | +8.5% |
| 3M | +15.7% | +0.3% | +15.4% | +15.2% |
| 6M | +7.4% | -21.0% | +28.4% | +10.9% |
| YTD | +22.7% | -8.9% | +31.6% | +20.0% |
| 1Y | +36.4% | +54.0% | -17.6% | +17.2% |
| 3Y | +50.4% | +175.4% | -125.1% | +11.5% |
| All | +50.4% | +175.1% | -124.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling