+135.1%
EWJ vs PAAS
+425.4%
-290.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | -0.7% |
| 7D | -2.4% | +4.2% | -6.6% | -2.8% |
| 30D | -7.6% | -13.8% | +6.2% | -6.4% |
| 3M | -5.9% | -22.7% | +16.8% | -3.9% |
| 6M | -1.5% | -32.1% | +30.6% | +1.6% |
| YTD | +12.6% | -22.3% | +34.8% | +14.1% |
| 1Y | +12.7% | +7.7% | +5.0% | +10.8% |
| 3Y | +63.1% | +214.0% | -151.0% | +43.8% |
| 5Y | +48.2% | +63.2% | -15.0% | +36.1% |
| 10Y | +123.1% | +185.5% | -62.4% | +86.0% |
| All | +135.1% | +425.4% | -290.4% | +71.4% |
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