+47.0%
EWJ vs PL
+33.5%
+13.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | +3.6% | +22.3% | -18.6% | +2.0% |
| 30D | -6.0% | -8.3% | +2.3% | -5.6% |
| 3M | -6.5% | -43.3% | +36.8% | -2.8% |
| 6M | -0.1% | -65.8% | +65.7% | +7.0% |
| YTD | +13.9% | -29.5% | +43.4% | +14.1% |
| 1Y | +13.1% | +11.7% | +1.4% | +8.7% |
| 3Y | +65.0% | +540.6% | -475.5% | +30.0% |
| 5Y | +47.0% | +32.9% | +14.1% | +22.9% |
| All | +47.0% | +33.5% | +13.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling