+211.8%
PM vs EWZ
+86.7%
+125.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -0.2% | +8.2% | -8.3% | -2.2% |
| 3M | +4.9% | +13.3% | -8.4% | +1.5% |
| 6M | +9.0% | +3.6% | +5.5% | +7.5% |
| YTD | +17.8% | +21.0% | -3.2% | +11.4% |
| 1Y | +16.8% | +34.7% | -17.9% | +7.3% |
| 3Y | +125.4% | +48.3% | +77.2% | +99.4% |
| 5Y | +128.7% | +60.1% | +68.6% | +93.3% |
| 10Y | +211.8% | +92.6% | +119.3% | +126.9% |
| All | +211.8% | +86.7% | +125.1% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling