+308.4%
EWY vs PSX
+1,159.1%
-850.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | +8.0% | +2.8% | +5.2% | +7.3% |
| 30D | +14.3% | +27.8% | -13.4% | +7.1% |
| 3M | +2.3% | +42.0% | -39.7% | -7.4% |
| 6M | +49.9% | +58.1% | -8.3% | +30.7% |
| YTD | +95.3% | +105.0% | -9.7% | +57.8% |
| 1Y | +161.7% | +104.9% | +56.8% | +110.9% |
| 3Y | +230.2% | +134.1% | +96.1% | +149.3% |
| 5Y | +148.1% | +363.8% | -215.7% | +47.2% |
| 10Y | +293.2% | +370.1% | -76.9% | +113.0% |
| All | +308.4% | +1,159.1% | -850.7% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling