+80.8%
PFE vs EWZ
+436.1%
-355.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.8% | +6.5% | -4.7% | +0.4% |
| 30D | +10.2% | +4.8% | +5.4% | +9.1% |
| 3M | +12.7% | +9.9% | +2.8% | +10.4% |
| 6M | +10.5% | +1.9% | +8.6% | +9.7% |
| YTD | +20.2% | +20.3% | -0.1% | +15.1% |
| 1Y | +24.1% | +35.6% | -11.6% | +15.7% |
| 3Y | -3.6% | +43.4% | -47.0% | -11.9% |
| 5Y | -20.9% | +55.9% | -76.8% | -30.4% |
| 10Y | +35.8% | +84.2% | -48.3% | +7.0% |
| All | +80.8% | +436.1% | -355.3% | +7.7% |
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