-0.8%
EWZ vs PSLV
+117.0%
-117.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +6.5% | -0.6% | +7.1% | +6.6% |
| 30D | +4.8% | +7.3% | -2.4% | +2.8% |
| 3M | +9.9% | -7.4% | +17.3% | +11.4% |
| 6M | +1.9% | -20.3% | +22.2% | +6.6% |
| YTD | +20.3% | -8.2% | +28.5% | +17.4% |
| 1Y | +35.6% | +57.9% | -22.3% | +12.6% |
| 3Y | +43.4% | +162.1% | -118.6% | +1.5% |
| 5Y | +55.9% | +151.2% | -95.2% | +10.3% |
| 10Y | +84.2% | +191.7% | -107.5% | +20.0% |
| All | -0.8% | +117.0% | -117.8% | -40.3% |
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