+85.8%
PFE vs EWZ
+361.8%
-276.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | -4.7% | +1.4% | -6.1% | -5.0% |
| 30D | +3.4% | -25.1% | +28.5% | +9.0% |
| 3M | +9.2% | -7.7% | +17.0% | +10.0% |
| 6M | +15.8% | -15.8% | +31.7% | +18.7% |
| YTD | +23.4% | +3.6% | +19.8% | +20.8% |
| 1Y | +25.8% | +5.5% | +20.3% | +22.6% |
| 3Y | +17.8% | +22.1% | -4.3% | +10.3% |
| 5Y | -20.2% | +58.3% | -78.5% | -30.6% |
| 10Y | +49.6% | +50.3% | -0.7% | +22.1% |
| All | +85.8% | +361.8% | -276.0% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling