+141.9%
EWJ vs PBR
+697.0%
-555.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +0.3% | +5.4% | -5.1% | -0.4% |
| 30D | +0.8% | +22.9% | -22.1% | -2.1% |
| 3M | +7.5% | +19.6% | -12.1% | +4.6% |
| 6M | +15.6% | +16.5% | -0.9% | +12.5% |
| YTD | +22.7% | +86.7% | -63.9% | +11.5% |
| 1Y | +26.4% | +74.7% | -48.3% | +15.7% |
| 3Y | +72.5% | +102.6% | -30.0% | +53.0% |
| 5Y | +52.4% | +566.6% | -514.1% | +10.5% |
| All | +141.9% | +697.0% | -555.1% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling