+941.9%
PEP vs EWJ
+136.0%
+805.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | +4.6% | -2.4% | +7.0% | +5.2% |
| 30D | +14.0% | -7.6% | +21.6% | +16.4% |
| 3M | +5.4% | -5.9% | +11.3% | +7.0% |
| 6M | -5.1% | -1.5% | -3.7% | -5.4% |
| YTD | +3.1% | +12.6% | -9.5% | -1.3% |
| 1Y | +4.8% | +12.7% | -7.9% | +0.2% |
| 3Y | -4.1% | +63.1% | -67.2% | -18.8% |
| 5Y | +3.0% | +48.2% | -45.3% | -10.9% |
| 10Y | +89.6% | +123.1% | -33.5% | +45.4% |
| All | +941.9% | +136.0% | +805.8% | +570.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling