+141.9%
EWJ vs PBF
+374.8%
-232.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | +0.3% | +5.3% | -5.0% | -0.1% |
| 30D | +0.8% | +11.7% | -10.9% | -0.1% |
| 3M | +7.5% | +91.1% | -83.6% | +2.3% |
| 6M | +15.6% | +88.4% | -72.8% | +9.4% |
| YTD | +22.7% | +194.1% | -171.3% | +11.7% |
| 1Y | +26.4% | +180.4% | -154.0% | +15.0% |
| 3Y | +72.5% | +59.3% | +13.2% | +60.7% |
| 5Y | +52.4% | +816.3% | -763.8% | +19.1% |
| All | +141.9% | +374.8% | -232.9% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling