+62.4%
EWY vs PSX
+97.5%
-35.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -2.9% |
| 7D | -8.3% | -5.2% | -3.2% | -9.3% |
| 30D | -20.5% | -3.7% | -16.8% | -21.0% |
| 3M | -11.1% | +26.8% | -37.9% | -5.7% |
| 6M | -7.0% | +47.3% | -54.3% | +3.3% |
| YTD | +56.5% | +105.4% | -48.9% | +65.1% |
| 1Y | +62.4% | +96.9% | -34.5% | +73.5% |
| All | +62.4% | +97.5% | -35.1% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling