+36.4%
EWZ vs PSX
+102.1%
-65.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +5.6% | +2.8% | +2.8% | +5.5% |
| 30D | +9.3% | +27.8% | -18.5% | +8.7% |
| 3M | +15.7% | +42.0% | -26.3% | +14.8% |
| 6M | +7.4% | +58.1% | -50.7% | +5.1% |
| YTD | +22.7% | +105.0% | -82.3% | +12.2% |
| 1Y | +36.4% | +104.9% | -68.5% | +24.8% |
| All | +36.4% | +102.1% | -65.7% | +24.8% |
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