+58.3%
EWZ vs PWR
+396.6%
-338.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +0.2% |
| 7D | +1.4% | -4.8% | +6.2% | +1.8% |
| 30D | -25.1% | -16.2% | -8.9% | -22.9% |
| 3M | -7.7% | -11.9% | +4.2% | -6.3% |
| 6M | -15.8% | -20.6% | +4.7% | -13.1% |
| YTD | +3.6% | +40.3% | -36.6% | -6.5% |
| 1Y | +5.5% | +33.0% | -27.5% | -3.8% |
| 3Y | +22.1% | +250.0% | -227.9% | -16.0% |
| 5Y | +58.3% | +404.2% | -345.8% | +0.4% |
| All | +58.3% | +396.6% | -338.3% | +0.4% |
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