+1,334.9%
PG vs EWJ
+151.8%
+1,183.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | -1.5% | +0.2% | -1.7% | -1.6% |
| 3M | -3.4% | +8.6% | -12.0% | -5.7% |
| 6M | -7.0% | +12.1% | -19.1% | -10.2% |
| YTD | +2.0% | +20.1% | -18.1% | -3.4% |
| 1Y | -6.5% | +25.2% | -31.6% | -12.5% |
| 3Y | +1.2% | +70.8% | -69.6% | -13.9% |
| 5Y | +12.8% | +49.2% | -36.4% | -0.9% |
| 10Y | +117.7% | +138.6% | -20.9% | +68.1% |
| All | +1,334.9% | +151.8% | +1,183.1% | +866.8% |
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