+18.2%
EWJ vs PEG
-6.2%
+24.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -1.2% | +1.0% | -2.2% | -1.4% |
| 30D | -5.5% | +6.6% | -12.1% | -6.8% |
| 3M | -0.8% | -3.1% | +2.3% | -0.1% |
| 6M | +7.1% | -7.4% | +14.5% | +8.9% |
| YTD | +16.9% | -6.4% | +23.3% | +18.1% |
| 1Y | +18.2% | -7.4% | +25.6% | +19.8% |
| All | +18.2% | -6.2% | +24.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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