+155.6%
EWJ vs PAAS
+576.3%
-420.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | +2.5% | -2.9% | +5.4% | +2.8% |
| 30D | +3.3% | +6.8% | -3.5% | +2.5% |
| 3M | +5.0% | -2.9% | +7.9% | +5.0% |
| 6M | +11.5% | -16.4% | +28.0% | +12.8% |
| YTD | +22.4% | 0.0% | +22.4% | +21.4% |
| 1Y | +30.2% | +54.3% | -24.1% | +23.9% |
| 3Y | +72.8% | +230.7% | -157.9% | +51.5% |
| 5Y | +54.1% | +111.6% | -57.5% | +38.3% |
| 10Y | +140.6% | +211.7% | -71.1% | +98.7% |
| All | +155.6% | +576.3% | -420.7% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling