+16.8%
PM vs EWZ
+34.6%
-17.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -0.2% | +8.2% | -8.3% | -0.4% |
| 3M | +4.9% | +13.3% | -8.4% | +4.3% |
| 6M | +9.0% | +3.6% | +5.5% | +8.9% |
| YTD | +17.8% | +21.0% | -3.2% | +16.4% |
| 1Y | +16.8% | +34.7% | -17.9% | +15.3% |
| All | +16.8% | +34.6% | -17.8% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling