+50.7%
PFE vs EWJ
+127.4%
-76.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.4% |
| 7D | -3.0% | -1.9% | -1.1% | -2.3% |
| 30D | +5.2% | -5.3% | +10.6% | +7.4% |
| 3M | +12.2% | -4.3% | +16.6% | +13.9% |
| 6M | +17.8% | +0.4% | +17.4% | +16.6% |
| YTD | +26.2% | +14.7% | +11.5% | +17.5% |
| 1Y | +23.2% | +14.7% | +8.4% | +14.7% |
| 3Y | +21.3% | +66.2% | -44.9% | -6.4% |
| 5Y | -23.1% | +50.2% | -73.3% | -38.3% |
| 10Y | +50.7% | +127.1% | -76.4% | +1.5% |
| All | +50.7% | +127.4% | -76.7% | +1.5% |
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