+48.8%
PFE vs EWZ
+68.6%
-19.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | +0.3% | -24.4% | +24.7% | +4.7% |
| 3M | +9.4% | -4.6% | +14.0% | +9.3% |
| 6M | +14.9% | -11.6% | +26.5% | +16.2% |
| YTD | +23.8% | +2.4% | +21.4% | +21.6% |
| 1Y | +19.5% | +2.1% | +17.4% | +17.4% |
| 3Y | +21.0% | +18.7% | +2.3% | +14.8% |
| 5Y | -23.9% | +54.2% | -78.0% | -32.2% |
| All | +48.8% | +68.6% | -19.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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