+20.8%
PFE vs EWJ
+65.9%
-45.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -2.1% | +3.6% | -5.7% | -2.9% |
| 30D | +3.1% | -6.0% | +9.1% | +4.4% |
| 3M | +11.2% | -6.5% | +17.6% | +12.6% |
| 6M | +15.0% | -0.1% | +15.1% | +14.4% |
| YTD | +23.5% | +13.9% | +9.6% | +18.3% |
| 1Y | +18.9% | +13.1% | +5.8% | +14.1% |
| All | +20.8% | +65.9% | -45.1% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling