+19.5%
PFE vs EWZ
+1.3%
+18.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -1.7% | +0.8% | -2.5% | -1.7% |
| 30D | +0.3% | -24.4% | +24.7% | +1.8% |
| 3M | +9.4% | -4.6% | +14.0% | +8.3% |
| 6M | +14.9% | -11.6% | +26.5% | +14.5% |
| YTD | +23.8% | +2.4% | +21.4% | +19.0% |
| 1Y | +19.5% | +2.1% | +17.4% | +15.4% |
| All | +19.5% | +1.3% | +18.2% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling