+125.9%
EWJ vs PBF
+260.7%
-134.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | +4.0% | +6.5% | -2.5% | +3.5% |
| 30D | -4.3% | -20.0% | +15.7% | -2.8% |
| 3M | -6.8% | -3.3% | -3.5% | -6.9% |
| 6M | -0.9% | +76.8% | -77.7% | -5.6% |
| YTD | +14.3% | +168.9% | -154.7% | +4.2% |
| 1Y | +15.3% | +96.4% | -81.1% | +7.7% |
| 3Y | +65.6% | +77.2% | -11.6% | +52.4% |
| 5Y | +47.5% | +417.7% | -370.3% | +20.6% |
| All | +125.9% | +260.7% | -134.8% | +75.8% |
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