+65.1%
EWJ vs PAAS
+197.4%
-132.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.1% |
| 7D | +3.6% | -7.0% | +10.7% | +4.8% |
| 30D | -6.0% | -15.3% | +9.3% | -3.8% |
| 3M | -6.5% | -27.7% | +21.3% | -2.3% |
| 6M | -0.1% | -40.5% | +40.4% | +6.7% |
| YTD | +13.9% | -26.5% | +40.4% | +17.3% |
| 1Y | +13.1% | -0.8% | +13.9% | +11.8% |
| All | +65.1% | +197.4% | -132.3% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling