-1.6%
PFE vs EWZ
+50.2%
-51.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.7% |
| 7D | -2.7% | +5.6% | -8.2% | -3.6% |
| 30D | +3.8% | +9.3% | -5.4% | +2.3% |
| 3M | +10.4% | +15.7% | -5.3% | +7.6% |
| 6M | +6.3% | +7.4% | -1.2% | +4.7% |
| YTD | +17.4% | +22.7% | -5.3% | +12.5% |
| 1Y | +21.1% | +36.4% | -15.3% | +13.8% |
| 3Y | -1.6% | +50.4% | -52.0% | -11.2% |
| All | -1.6% | +50.2% | -51.8% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling