+47.6%
EWJ vs PEG
+43.5%
+4.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +4.0% | +4.5% | -0.5% | +2.7% |
| 30D | -4.3% | +7.5% | -11.8% | -6.2% |
| 3M | -6.8% | +0.8% | -7.7% | -7.1% |
| 6M | -0.9% | 0.0% | -0.9% | -1.2% |
| YTD | +14.3% | -3.0% | +17.3% | +14.8% |
| 1Y | +15.3% | -4.7% | +20.0% | +16.5% |
| 3Y | +65.6% | +36.5% | +29.1% | +49.5% |
| All | +47.6% | +43.5% | +4.1% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling