+67.6%
EWZ vs PWR
+1,863.6%
-1,796.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | -0.5% |
| 7D | +0.6% | +4.7% | -4.1% | -1.5% |
| 30D | -25.5% | -12.5% | -13.0% | -23.1% |
| 3M | -4.5% | -9.3% | +4.8% | -3.3% |
| 6M | -15.3% | -22.2% | +6.9% | -10.3% |
| YTD | +3.1% | +44.2% | -41.1% | -14.9% |
| 1Y | +1.2% | +35.5% | -34.3% | -14.7% |
| 3Y | +19.3% | +250.4% | -231.2% | -37.5% |
| 5Y | +52.3% | +425.6% | -373.4% | -37.9% |
| All | +67.6% | +1,863.6% | -1,796.0% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling