+715.2%
PFE vs EWJ
+156.6%
+558.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +1.8% | +2.5% | -0.8% | +0.8% |
| 30D | +10.2% | +3.3% | +6.9% | +8.9% |
| 3M | +12.7% | +5.0% | +7.7% | +10.2% |
| 6M | +10.5% | +11.5% | -1.0% | +5.5% |
| YTD | +20.2% | +22.4% | -2.2% | +10.7% |
| 1Y | +24.1% | +30.2% | -6.1% | +11.6% |
| 3Y | -3.6% | +72.8% | -76.4% | -22.8% |
| 5Y | -20.9% | +54.1% | -75.0% | -34.5% |
| 10Y | +35.8% | +140.6% | -104.8% | -5.3% |
| All | +715.2% | +156.6% | +558.6% | +355.5% |
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 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