+62.0%
EWJ vs PL
+84.9%
-22.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | +2.5% | -9.3% | +11.8% | +3.2% |
| 30D | +3.3% | -18.9% | +22.2% | +4.9% |
| 3M | +5.0% | -58.4% | +63.3% | +11.3% |
| 6M | +11.5% | -30.3% | +41.8% | +12.7% |
| YTD | +22.4% | -8.1% | +30.5% | +20.5% |
| 1Y | +30.2% | +180.5% | -150.3% | +15.5% |
| 3Y | +72.8% | +444.1% | -371.3% | +37.8% |
| 5Y | +54.1% | +83.0% | -28.9% | +26.6% |
| All | +62.0% | +84.9% | -22.9% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling