+30.2%
EWJ vs PBF
+176.4%
-146.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | +2.5% | +4.3% | -1.8% | +2.6% |
| 30D | +3.3% | +22.0% | -18.7% | +3.7% |
| 3M | +5.0% | +74.5% | -69.5% | +7.1% |
| 6M | +11.5% | +67.7% | -56.1% | +13.6% |
| YTD | +22.4% | +179.2% | -156.8% | +21.2% |
| 1Y | +30.2% | +170.0% | -139.8% | +29.5% |
| All | +30.2% | +176.4% | -146.2% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling