+52.5%
EWJ vs PENG
+115.2%
-62.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.4% |
| 7D | +2.5% | +4.5% | -2.0% | +1.9% |
| 30D | +3.3% | -7.1% | +10.4% | +4.1% |
| 3M | +5.0% | -27.3% | +32.2% | +7.2% |
| 6M | +11.5% | +169.6% | -158.0% | -5.5% |
| YTD | +22.4% | +164.6% | -142.2% | +3.5% |
| 1Y | +30.2% | +109.5% | -79.3% | +13.0% |
| 3Y | +72.8% | +98.9% | -26.1% | +43.2% |
| All | +52.5% | +115.2% | -62.7% | +23.2% |
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