+303.5%
EWY vs PSX
+386.4%
-82.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -0.1% | +1.7% | -1.8% | -0.5% |
| 30D | +7.3% | +15.6% | -8.3% | +3.3% |
| 3M | -5.1% | +46.5% | -51.6% | -14.5% |
| 6M | +42.1% | +55.0% | -13.0% | +24.9% |
| YTD | +94.1% | +105.3% | -11.2% | +57.0% |
| 1Y | +147.8% | +101.6% | +46.2% | +101.0% |
| 3Y | +222.9% | +134.1% | +88.8% | +143.8% |
| 5Y | +150.6% | +368.7% | -218.1% | +46.7% |
| All | +303.5% | +386.4% | -82.9% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling