+122.9%
EWJ vs PENG
+755.0%
-632.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +2.9% | +7.8% | -4.9% | +1.9% |
| 30D | +1.1% | -12.2% | +13.3% | +2.5% |
| 3M | +7.1% | -20.6% | +27.7% | +8.3% |
| 6M | +16.2% | +180.9% | -164.8% | -0.3% |
| YTD | +22.0% | +162.3% | -140.3% | +5.2% |
| 1Y | +26.2% | +107.3% | -81.1% | +11.4% |
| 3Y | +73.5% | +110.8% | -37.3% | +45.4% |
| 5Y | +52.7% | +117.8% | -65.1% | +24.2% |
| All | +122.9% | +755.0% | -632.1% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PENG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling