+3.9%
PEP vs EWJ
+51.7%
-47.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.1% | +2.9% | -2.8% | -0.3% |
| 30D | +0.7% | +1.1% | -0.4% | +0.5% |
| 3M | -0.5% | +7.1% | -7.6% | -1.8% |
| 6M | -11.3% | +16.2% | -27.5% | -13.9% |
| YTD | -0.6% | +22.0% | -22.6% | -4.4% |
| 1Y | +1.7% | +26.2% | -24.5% | -3.1% |
| 3Y | -12.5% | +73.5% | -85.9% | -24.1% |
| 5Y | +3.9% | +52.7% | -48.8% | -7.4% |
| All | +3.9% | +51.7% | -47.8% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling