+32.5%
PFE vs EWJ
+139.2%
-106.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -4.0% | -1.5% | -2.5% | -3.4% |
| 30D | +3.9% | +0.2% | +3.7% | +3.7% |
| 3M | +9.9% | +8.6% | +1.3% | +5.7% |
| 6M | +5.3% | +12.1% | -6.9% | -0.4% |
| YTD | +16.8% | +20.1% | -3.3% | +7.1% |
| 1Y | +20.4% | +25.2% | -4.7% | +8.3% |
| 3Y | -2.1% | +70.8% | -72.9% | -24.9% |
| 5Y | -21.0% | +49.2% | -70.2% | -35.7% |
| All | +32.5% | +139.2% | -106.7% | -14.3% |
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