+367.0%
PSX vs EWJ
+47.6%
+319.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +1.5% | -1.5% | +3.0% | +2.2% |
| 30D | +15.8% | +0.2% | +15.7% | +15.6% |
| 3M | +43.0% | +8.6% | +34.4% | +36.7% |
| 6M | +61.1% | +12.1% | +48.9% | +50.3% |
| YTD | +104.5% | +20.1% | +84.4% | +82.4% |
| 1Y | +102.5% | +25.2% | +77.4% | +76.0% |
| 3Y | +133.5% | +70.8% | +62.7% | +65.4% |
| 5Y | +367.0% | +49.2% | +317.8% | +230.5% |
| All | +367.0% | +47.6% | +319.4% | +230.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling