-15.0%
EWZ vs PSLV
+67.3%
-82.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | -25.5% | -15.2% | -10.2% | -22.4% |
| 3M | -4.5% | -21.4% | +16.9% | +1.0% |
| 6M | -15.3% | -39.9% | +24.7% | -4.7% |
| YTD | +3.1% | -29.3% | +32.3% | +7.0% |
| 1Y | +1.2% | -1.6% | +2.8% | -4.7% |
| 3Y | +19.3% | +121.3% | -102.0% | -12.4% |
| 5Y | +52.3% | +89.9% | -37.6% | +15.3% |
| 10Y | +67.0% | +152.0% | -84.9% | +13.3% |
| All | -15.0% | +67.3% | -82.3% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling