+84.1%
EWZ vs PSX
+371.8%
-287.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.4% |
| 7D | +5.6% | +2.8% | +2.8% | +4.4% |
| 30D | +9.3% | +27.8% | -18.5% | -1.1% |
| 3M | +15.7% | +42.0% | -26.3% | -0.1% |
| 6M | +7.4% | +58.1% | -50.7% | -12.1% |
| YTD | +22.7% | +105.0% | -82.3% | -10.5% |
| 1Y | +36.4% | +104.9% | -68.5% | -0.8% |
| 3Y | +50.4% | +134.1% | -83.7% | -1.2% |
| 5Y | +67.6% | +363.8% | -296.2% | -25.2% |
| 10Y | +84.1% | +370.1% | -286.1% | -34.8% |
| All | +84.1% | +371.8% | -287.7% | -34.8% |
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 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