+72.5%
EWJ vs PPG
-17.4%
+89.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +0.3% | -6.2% | +6.5% | +2.6% |
| 30D | +0.8% | -7.9% | +8.7% | +3.7% |
| 3M | +7.5% | -10.2% | +17.7% | +11.3% |
| 6M | +15.6% | +2.7% | +12.9% | +13.4% |
| YTD | +22.7% | +4.9% | +17.9% | +19.4% |
| 1Y | +26.4% | -3.2% | +29.6% | +26.3% |
| 3Y | +72.5% | -17.0% | +89.5% | +75.2% |
| All | +72.5% | -17.4% | +89.9% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling