+212.8%
EWY vs PSX
+132.2%
+80.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.1% |
| 7D | +1.2% | +1.5% | -0.3% | +1.1% |
| 30D | +9.3% | +15.8% | -6.5% | +7.9% |
| 3M | +2.4% | +43.0% | -40.6% | -0.8% |
| 6M | +40.3% | +61.1% | -20.8% | +32.5% |
| YTD | +88.0% | +104.5% | -16.5% | +68.5% |
| 1Y | +143.8% | +102.5% | +41.3% | +118.6% |
| All | +212.8% | +132.2% | +80.5% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling