+156.2%
PSX vs EWJ
+66.4%
+89.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +7.8% | +4.0% | +3.8% | +6.5% |
| 30D | -10.9% | -4.3% | -6.6% | -9.7% |
| 3M | +14.5% | -6.8% | +21.3% | +16.8% |
| 6M | +56.1% | -0.9% | +57.0% | +55.2% |
| YTD | +109.6% | +14.3% | +95.3% | +92.2% |
| 1Y | +95.5% | +15.3% | +80.2% | +78.4% |
| 3Y | +156.2% | +65.6% | +90.6% | +99.3% |
| All | +156.2% | +66.4% | +89.7% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling