+55.0%
EWZ vs PSX
+342.7%
-287.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +6.5% | +4.5% | +2.0% | +5.4% |
| 30D | +4.8% | +26.6% | -21.8% | -1.0% |
| 3M | +9.9% | +39.3% | -29.4% | +1.2% |
| 6M | +1.9% | +56.8% | -54.9% | -9.6% |
| YTD | +20.3% | +101.8% | -81.5% | -0.8% |
| 1Y | +35.6% | +99.6% | -64.0% | +12.0% |
| 3Y | +43.4% | +140.3% | -96.9% | +8.7% |
| All | +55.0% | +342.7% | -287.7% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling