+150.8%
EWJ vs PNR
+984.8%
-834.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.5% | -5.5% | +4.0% | +0.1% |
| 30D | +0.2% | -15.6% | +15.7% | +4.9% |
| 3M | +8.6% | -20.2% | +28.8% | +14.8% |
| 6M | +12.1% | -36.6% | +48.8% | +26.1% |
| YTD | +20.1% | -45.0% | +65.1% | +40.0% |
| 1Y | +25.2% | -47.4% | +72.6% | +47.7% |
| 3Y | +70.8% | -13.7% | +84.5% | +72.9% |
| 5Y | +49.2% | -20.8% | +70.0% | +51.9% |
| 10Y | +138.6% | +65.2% | +73.4% | +90.5% |
| All | +150.8% | +984.8% | -834.0% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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