+108.1%
EWJ vs PENG
+661.7%
-553.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.3% | -5.6% | +2.5% |
| 7D | -1.5% | -3.8% | +2.3% | -1.5% |
| 30D | -6.5% | -40.1% | +33.6% | -1.6% |
| 3M | -5.6% | -21.8% | +16.2% | -4.3% |
| 6M | -0.3% | +3.3% | -3.6% | -4.2% |
| YTD | +13.9% | +133.6% | -119.7% | -1.8% |
| 1Y | +14.6% | +110.7% | -96.1% | -0.2% |
| 3Y | +66.6% | +204.3% | -137.6% | +34.6% |
| 5Y | +47.7% | +54.4% | -6.7% | +23.4% |
| All | +108.1% | +661.7% | -553.5% | +49.4% |
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