+66.3%
EWJ vs PL
+560.8%
-494.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | -1.9% | +13.4% | -15.2% | -2.9% |
| 30D | -5.3% | -10.2% | +4.8% | -4.8% |
| 3M | -4.3% | -39.5% | +35.2% | -1.1% |
| 6M | +0.4% | -65.7% | +66.1% | +7.3% |
| YTD | +14.7% | -27.3% | +42.0% | +14.6% |
| 1Y | +14.7% | +15.0% | -0.3% | +9.9% |
| All | +66.3% | +560.8% | -494.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling