+41.6%
EWJ vs PENG
+42.1%
-0.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -1.6% |
| 7D | -5.0% | -19.4% | +14.4% | -2.9% |
| 30D | -10.2% | -42.4% | +32.2% | -4.6% |
| 3M | -7.2% | -25.6% | +18.4% | -5.2% |
| 6M | -3.2% | +7.3% | -10.5% | -8.2% |
| YTD | +9.9% | +113.9% | -103.9% | -6.1% |
| 1Y | +11.0% | +93.6% | -82.6% | -4.1% |
| 3Y | +57.3% | +170.2% | -112.9% | +25.0% |
| All | +41.6% | +42.1% | -0.5% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling