+55.0%
EWZ vs PWR
+443.9%
-388.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +6.5% | +3.6% | +2.9% | +5.7% |
| 30D | +4.8% | -8.6% | +13.4% | +6.7% |
| 3M | +9.9% | -13.2% | +23.1% | +12.5% |
| 6M | +1.9% | +9.9% | -7.9% | -1.6% |
| YTD | +20.3% | +48.0% | -27.7% | +8.6% |
| 1Y | +35.6% | +66.2% | -30.6% | +18.9% |
| 3Y | +43.4% | +195.1% | -151.7% | +5.8% |
| All | +55.0% | +443.9% | -388.9% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling