+432.5%
EWZ vs PWR
+1,245.9%
-813.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +6.5% | +3.6% | +2.9% | +5.4% |
| 30D | +4.8% | -8.6% | +13.4% | +7.4% |
| 3M | +9.9% | -13.2% | +23.1% | +13.3% |
| 6M | +1.9% | +9.9% | -7.9% | -2.7% |
| YTD | +20.3% | +48.0% | -27.7% | +4.7% |
| 1Y | +35.6% | +66.2% | -30.6% | +13.4% |
| 3Y | +43.4% | +195.1% | -151.7% | -3.2% |
| 5Y | +55.9% | +442.6% | -386.6% | -14.8% |
| 10Y | +84.2% | +2,334.2% | -2,250.1% | -37.1% |
| All | +432.5% | +1,245.9% | -813.4% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling