-22.2%
PFE vs EWJ
+51.7%
-73.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -2.7% | +2.9% | -5.5% | -3.4% |
| 30D | +3.8% | +1.1% | +2.8% | +3.5% |
| 3M | +10.4% | +7.1% | +3.3% | +7.9% |
| 6M | +6.3% | +16.2% | -9.9% | +1.1% |
| YTD | +17.4% | +22.0% | -4.6% | +10.0% |
| 1Y | +21.1% | +26.2% | -5.1% | +12.4% |
| 3Y | -1.6% | +73.5% | -75.1% | -18.1% |
| 5Y | -22.2% | +52.7% | -74.8% | -39.4% |
| All | -22.2% | +51.7% | -73.9% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling