+47.0%
EWJ vs PR
+269.8%
-222.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +3.6% | +6.7% | -3.1% | +2.9% |
| 30D | -6.0% | -6.1% | +0.1% | -5.5% |
| 3M | -6.5% | +6.9% | -13.3% | -7.4% |
| 6M | -0.1% | +14.6% | -14.7% | -2.1% |
| YTD | +13.9% | +66.1% | -52.2% | +5.8% |
| 1Y | +13.1% | +77.0% | -63.9% | +4.1% |
| 3Y | +65.0% | +93.8% | -28.8% | +47.9% |
| 5Y | +47.0% | +268.2% | -221.3% | +19.2% |
| All | +47.0% | +269.8% | -222.8% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling