+47.2%
EWJ vs PLTD
-77.2%
+124.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.9% |
| 7D | +1.0% | -0.9% | +1.9% | +1.0% |
| 30D | +1.0% | +1.3% | -0.3% | +1.2% |
| 3M | +7.2% | -32.9% | +40.1% | +4.2% |
| 6M | +13.9% | -24.9% | +38.8% | +12.5% |
| YTD | +20.8% | -18.2% | +39.0% | +20.8% |
| 1Y | +26.4% | -28.7% | +55.1% | +24.9% |
| All | +47.2% | -77.2% | +124.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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