+797.8%
PH vs EWJ
+144.4%
+653.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | -0.6% |
| 7D | -1.3% | +0.3% | -1.6% | -1.6% |
| 30D | -11.0% | +0.8% | -11.8% | -11.8% |
| 3M | +5.5% | +7.5% | -2.0% | -3.0% |
| 6M | +1.5% | +15.6% | -14.1% | -14.4% |
| YTD | +8.8% | +22.7% | -14.0% | -14.7% |
| 1Y | +24.5% | +26.4% | -1.9% | -6.0% |
| 3Y | +141.2% | +72.5% | +68.6% | +23.6% |
| 5Y | +256.3% | +52.4% | +203.8% | +114.6% |
| All | +797.8% | +144.4% | +653.4% | +225.4% |
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 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