+47.7%
EWJ vs PLTU
+154.0%
-106.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.0% | +9.4% | +0.8% |
| 7D | +2.5% | -13.6% | +16.1% | +3.1% |
| 30D | +3.3% | +16.7% | -13.4% | +2.2% |
| 3M | +5.0% | +29.6% | -24.6% | +2.4% |
| 6M | +11.5% | -0.1% | +11.6% | +9.5% |
| YTD | +22.4% | -31.5% | +53.9% | +21.9% |
| 1Y | +30.2% | -19.7% | +49.9% | +27.3% |
| All | +47.7% | +154.0% | -106.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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