+927.5%
PG vs EWZ
+446.0%
+481.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | -1.5% | +13.5% | -15.0% | -3.5% |
| 3M | -3.4% | +15.2% | -18.6% | -5.6% |
| 6M | -7.0% | +3.7% | -10.7% | -7.7% |
| YTD | +2.0% | +22.5% | -20.5% | -1.6% |
| 1Y | -6.5% | +35.3% | -41.7% | -11.2% |
| 3Y | +1.2% | +50.2% | -49.0% | -6.4% |
| 5Y | +12.8% | +64.6% | -51.8% | +1.2% |
| 10Y | +117.7% | +95.0% | +22.6% | +79.9% |
| All | +927.5% | +446.0% | +481.5% | +627.5% |
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