+147.8%
EWY vs PSX
+103.3%
+44.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.3% |
| 7D | -0.1% | +1.7% | -1.8% | +0.2% |
| 30D | +7.3% | +15.6% | -8.3% | +10.2% |
| 3M | -5.1% | +46.5% | -51.6% | +2.6% |
| 6M | +42.1% | +55.0% | -13.0% | +52.9% |
| YTD | +94.1% | +105.3% | -11.2% | +96.2% |
| 1Y | +147.8% | +101.6% | +46.2% | +149.8% |
| All | +147.8% | +103.3% | +44.6% | +149.8% |
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