+54.2%
EWZ vs PSX
+306.7%
-252.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +0.8% | +7.8% | -7.1% | -0.9% |
| 30D | -24.4% | -10.9% | -13.5% | -22.6% |
| 3M | -4.6% | +14.5% | -19.1% | -8.0% |
| 6M | -11.6% | +56.1% | -67.7% | -21.2% |
| YTD | +2.4% | +109.6% | -107.2% | -16.5% |
| 1Y | +2.1% | +95.5% | -93.4% | -15.2% |
| 3Y | +18.7% | +156.2% | -137.5% | -11.6% |
| All | +54.2% | +306.7% | -252.5% | -2.1% |
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 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