+18.2%
EWJ vs PBR
+74.7%
-56.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.0% | +8.3% | +1.0% |
| 7D | -1.2% | -11.0% | +9.8% | -1.8% |
| 30D | -5.5% | -18.8% | +13.3% | -6.4% |
| 3M | -0.8% | +7.8% | -8.6% | 0.0% |
| 6M | +7.1% | -7.6% | +14.7% | +7.4% |
| YTD | +16.9% | +72.7% | -55.8% | +14.0% |
| 1Y | +18.2% | +72.9% | -54.8% | +15.0% |
| All | +18.2% | +74.7% | -56.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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