+69.8%
EWJ vs PBF
+55.5%
+14.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -1.0% |
| 7D | +1.0% | +1.4% | -0.4% | +0.9% |
| 30D | +1.0% | +15.8% | -14.9% | +0.3% |
| 3M | +7.2% | +90.3% | -83.0% | +4.3% |
| 6M | +13.9% | +102.8% | -88.9% | +9.4% |
| YTD | +20.8% | +187.3% | -166.5% | +12.3% |
| 1Y | +26.4% | +161.8% | -135.5% | +17.8% |
| All | +69.8% | +55.5% | +14.3% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling