+101.6%
PSX vs EWJ
+26.9%
+74.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.5% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +15.6% | +0.8% | +14.8% | +15.7% |
| 3M | +46.5% | +7.5% | +39.0% | +46.7% |
| 6M | +55.0% | +15.6% | +39.4% | +55.2% |
| YTD | +105.3% | +22.7% | +82.6% | +96.7% |
| 1Y | +101.6% | +26.4% | +75.2% | +90.9% |
| All | +101.6% | +26.9% | +74.6% | +90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling