+56.6%
EWZ vs PWR
+349.5%
-292.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.3% | +10.8% | +0.8% |
| 7D | -4.2% | -19.9% | +15.7% | -0.4% |
| 30D | -26.1% | -29.3% | +3.1% | -21.4% |
| 3M | -12.0% | -25.5% | +13.4% | -7.7% |
| 6M | -19.3% | -34.0% | +14.8% | -13.5% |
| YTD | +0.9% | +20.7% | -19.8% | -6.2% |
| 1Y | +3.4% | +12.3% | -8.9% | -2.5% |
| 3Y | +18.6% | +201.9% | -183.3% | -15.9% |
| 5Y | +56.6% | +336.8% | -280.2% | +2.1% |
| All | +56.6% | +349.5% | -292.9% | +2.1% |
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 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