+49.5%
EWZ vs PSX
+140.2%
-90.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +6.5% | +4.5% | +2.0% | +5.7% |
| 30D | +4.8% | +26.6% | -21.8% | +0.7% |
| 3M | +9.9% | +39.3% | -29.4% | +3.6% |
| 6M | +1.9% | +56.8% | -54.9% | -6.7% |
| YTD | +20.3% | +101.8% | -81.5% | +3.4% |
| 1Y | +35.6% | +99.6% | -64.0% | +16.7% |
| All | +49.5% | +140.2% | -90.7% | +17.1% |
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