+91.3%
PEP vs EWJ
+125.7%
-34.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.3% | +3.6% | -4.0% | -1.6% |
| 30D | +11.8% | -6.0% | +17.8% | +14.0% |
| 3M | +3.7% | -6.5% | +10.1% | +5.8% |
| 6M | -4.3% | -0.1% | -4.2% | -5.2% |
| YTD | +2.1% | +13.9% | -11.8% | -4.5% |
| 1Y | +2.5% | +13.1% | -10.6% | -3.9% |
| 3Y | -5.0% | +65.0% | -70.0% | -27.4% |
| 5Y | +2.9% | +47.0% | -44.1% | -16.3% |
| All | +91.3% | +125.7% | -34.4% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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