-4.2%
EWZ vs PSX
+1,093.9%
-1,098.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.5% | -13.1% | +11.6% | +3.9% |
| 30D | -24.5% | -9.5% | -15.0% | -22.1% |
| 3M | -10.7% | +20.2% | -30.9% | -17.9% |
| 6M | -19.1% | +44.9% | -64.0% | -31.5% |
| YTD | +1.6% | +94.4% | -92.8% | -24.8% |
| 1Y | +4.3% | +83.1% | -78.8% | -21.0% |
| 3Y | +19.0% | +132.2% | -113.2% | -21.8% |
| 5Y | +57.7% | +278.8% | -221.2% | -20.9% |
| 10Y | +51.3% | +354.2% | -302.8% | -37.6% |
| All | -4.2% | +1,093.9% | -1,098.1% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling