+140.0%
EWJ vs PAAS
+218.1%
-78.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.4% |
| 7D | +1.0% | +2.6% | -1.6% | +0.7% |
| 30D | +1.0% | +2.5% | -1.5% | +0.6% |
| 3M | +7.2% | +15.1% | -7.8% | +5.4% |
| 6M | +13.9% | -12.1% | +25.9% | +14.6% |
| YTD | +20.8% | +3.1% | +17.7% | +19.4% |
| 1Y | +26.4% | +50.8% | -24.5% | +20.2% |
| 3Y | +71.8% | +259.5% | -187.7% | +49.1% |
| 5Y | +49.9% | +126.3% | -76.4% | +32.7% |
| 10Y | +140.0% | +239.7% | -99.8% | +104.3% |
| All | +140.0% | +218.1% | -78.2% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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