+267.6%
PM vs EWZ
+69.7%
+197.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -7.1% | +0.6% | -7.7% | -7.2% |
| 30D | -2.8% | -25.5% | +22.7% | +3.3% |
| 3M | +6.3% | -4.5% | +10.9% | +6.1% |
| 6M | +9.6% | -15.3% | +24.9% | +12.3% |
| YTD | +25.6% | +3.1% | +22.5% | +22.0% |
| 1Y | +29.7% | +1.2% | +28.4% | +26.4% |
| 3Y | +147.6% | +19.3% | +128.3% | +128.6% |
| 5Y | +160.1% | +52.3% | +107.8% | +119.7% |
| All | +267.6% | +69.7% | +197.9% | +189.0% |
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