+891.4%
PEP vs EWJ
+151.8%
+739.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -1.4% | -1.5% | +0.1% | -0.9% |
| 30D | -0.2% | +0.2% | -0.4% | -0.3% |
| 3M | -4.3% | +8.6% | -12.9% | -6.9% |
| 6M | -13.2% | +12.1% | -25.3% | -16.5% |
| YTD | -1.9% | +20.1% | -22.0% | -7.6% |
| 1Y | -0.3% | +25.2% | -25.5% | -7.5% |
| 3Y | -13.6% | +70.8% | -84.4% | -27.7% |
| 5Y | +3.4% | +49.2% | -45.8% | -10.5% |
| 10Y | +79.0% | +138.6% | -59.6% | +34.9% |
| All | +891.4% | +151.8% | +739.5% | +527.8% |
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 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