+848.9%
PM vs EWZ
-6.1%
+855.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | +0.5% | +0.8% | -0.2% | +0.3% |
| 30D | -3.2% | -24.4% | +21.1% | +3.0% |
| 3M | +6.2% | -4.6% | +10.8% | +6.1% |
| 6M | +7.7% | -11.6% | +19.2% | +9.4% |
| YTD | +27.3% | +2.4% | +24.9% | +23.9% |
| 1Y | +32.8% | +2.1% | +30.7% | +29.2% |
| 3Y | +150.0% | +18.7% | +131.3% | +130.6% |
| 5Y | +164.2% | +54.2% | +110.1% | +121.8% |
| 10Y | +265.7% | +65.9% | +199.8% | +176.8% |
| All | +848.9% | -6.1% | +855.0% | +562.2% |
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