+109.6%
EWJ vs PENG
+720.8%
-611.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.3% | -8.4% | +0.7% |
| 7D | -1.9% | +1.9% | -3.7% | -2.5% |
| 30D | -5.3% | -37.8% | +32.4% | -0.8% |
| 3M | -4.3% | -14.1% | +9.8% | -4.1% |
| 6M | +0.4% | +13.1% | -12.7% | -4.6% |
| YTD | +14.7% | +151.8% | -137.1% | -2.0% |
| 1Y | +14.7% | +136.0% | -121.3% | -1.4% |
| 3Y | +66.2% | +217.9% | -151.8% | +33.5% |
| 5Y | +50.2% | +64.1% | -13.9% | +24.6% |
| All | +109.6% | +720.8% | -611.2% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling