-14.9%
PEP vs EWJ
+70.3%
-85.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -1.7% | +1.0% | -2.7% | -1.7% |
| 30D | +0.3% | +1.0% | -0.7% | +0.3% |
| 3M | -3.2% | +7.2% | -10.5% | -3.6% |
| 6M | -13.6% | +13.9% | -27.5% | -14.5% |
| YTD | -1.9% | +20.8% | -22.7% | -3.2% |
| 1Y | -0.6% | +26.4% | -27.0% | -2.4% |
| All | -14.9% | +70.3% | -85.1% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling