+140.8%
PH vs EWJ
+73.3%
+67.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +0.4% | +2.9% | -2.5% | -1.6% |
| 30D | -10.8% | +1.1% | -11.9% | -11.6% |
| 3M | +8.5% | +7.1% | +1.3% | +2.7% |
| 6M | +3.9% | +16.2% | -12.3% | -7.9% |
| YTD | +9.4% | +22.0% | -12.6% | -7.2% |
| 1Y | +26.8% | +26.2% | +0.6% | +4.3% |
| 3Y | +140.8% | +73.5% | +67.3% | +49.5% |
| All | +140.8% | +73.3% | +67.5% | +49.5% |
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 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