+126.0%
EWJ vs PR
+66.7%
+59.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.7% |
| 7D | -1.5% | -12.4% | +10.9% | -0.8% |
| 30D | -6.5% | -6.6% | 0.0% | -6.2% |
| 3M | -5.6% | +7.5% | -13.1% | -6.0% |
| 6M | -0.3% | +10.8% | -11.0% | -1.0% |
| YTD | +13.9% | +57.0% | -43.1% | +10.9% |
| 1Y | +14.6% | +67.9% | -53.4% | +11.1% |
| 3Y | +66.6% | +87.6% | -21.0% | +60.0% |
| 5Y | +47.7% | +220.4% | -172.7% | +37.1% |
| 10Y | +126.0% | +64.8% | +61.2% | +126.8% |
| All | +126.0% | +66.7% | +59.3% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling