+212.8%
EFA vs PSX
+1,159.1%
-946.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | +1.2% | +2.8% | -1.6% | +0.5% |
| 30D | -0.7% | +27.8% | -28.5% | -6.6% |
| 3M | +6.4% | +42.0% | -35.6% | -2.8% |
| 6M | +11.4% | +58.1% | -46.7% | -1.6% |
| YTD | +14.0% | +105.0% | -91.0% | -6.1% |
| 1Y | +20.2% | +104.9% | -84.7% | -1.2% |
| 3Y | +68.2% | +134.1% | -65.9% | +30.3% |
| 5Y | +54.8% | +363.8% | -309.0% | -4.0% |
| 10Y | +142.4% | +370.1% | -227.7% | +37.3% |
| All | +212.8% | +1,159.1% | -946.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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