+164.3%
EWY vs PSX
+101.0%
+63.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +4.8% | +4.5% | +0.3% | +5.7% |
| 30D | +11.7% | +26.6% | -14.9% | +16.6% |
| 3M | -7.4% | +39.3% | -46.7% | -0.4% |
| 6M | +40.6% | +56.8% | -16.3% | +50.0% |
| YTD | +94.3% | +101.8% | -7.5% | +96.0% |
| 1Y | +164.3% | +99.6% | +64.7% | +167.4% |
| All | +164.3% | +101.0% | +63.2% | +167.4% |
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