+361.6%
PSX vs EWJ
+126.4%
+235.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.5% |
| 7D | +7.8% | +4.0% | +3.8% | +4.6% |
| 30D | -10.9% | -4.3% | -6.6% | -8.0% |
| 3M | +14.5% | -6.8% | +21.3% | +20.2% |
| 6M | +56.1% | -0.9% | +57.0% | +54.0% |
| YTD | +109.6% | +14.3% | +95.3% | +78.3% |
| 1Y | +95.5% | +15.3% | +80.2% | +64.9% |
| 3Y | +156.2% | +65.6% | +90.6% | +45.7% |
| 5Y | +310.0% | +47.5% | +262.5% | +163.1% |
| All | +361.6% | +126.4% | +235.3% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling