+763.1%
PM vs EWZ
+10.3%
+752.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -4.9% | +6.5% | -11.4% | -6.5% |
| 30D | -3.4% | +4.8% | -8.2% | -4.7% |
| 3M | +5.2% | +9.9% | -4.7% | +2.4% |
| 6M | +3.7% | +1.9% | +1.8% | +2.6% |
| YTD | +15.8% | +20.3% | -4.5% | +9.4% |
| 1Y | +17.4% | +35.6% | -18.2% | +7.2% |
| 3Y | +116.9% | +43.4% | +73.5% | +92.8% |
| 5Y | +117.3% | +55.9% | +61.4% | +84.1% |
| 10Y | +193.8% | +84.2% | +109.6% | +119.1% |
| All | +763.1% | +10.3% | +752.9% | +485.0% |
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 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