+17.8%
PFE vs EWZ
+20.5%
-2.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.8% |
| 7D | -4.7% | +1.4% | -6.1% | -4.8% |
| 30D | +3.4% | -25.1% | +28.5% | +6.4% |
| 3M | +9.2% | -7.7% | +17.0% | +9.0% |
| 6M | +15.8% | -15.8% | +31.7% | +17.1% |
| YTD | +23.4% | +3.6% | +19.8% | +20.1% |
| 1Y | +25.8% | +5.5% | +20.3% | +21.9% |
| 3Y | +17.8% | +22.1% | -4.3% | +14.8% |
| All | +17.8% | +20.5% | -2.7% | +14.8% |
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