+8,896.0%
PH vs EWJ
+156.6%
+8,739.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -3.1% | +2.5% | -5.6% | -4.6% |
| 30D | -3.2% | +3.3% | -6.5% | -5.3% |
| 3M | +10.6% | +5.0% | +5.6% | +6.7% |
| 6M | -2.1% | +11.5% | -13.7% | -9.3% |
| YTD | +10.2% | +22.4% | -12.2% | -4.1% |
| 1Y | +28.2% | +30.2% | -2.0% | +7.0% |
| 3Y | +134.9% | +72.8% | +62.1% | +63.0% |
| 5Y | +253.6% | +54.1% | +199.5% | +165.4% |
| 10Y | +804.7% | +140.6% | +664.1% | +439.5% |
| All | +8,896.0% | +156.6% | +8,739.4% | +4,341.9% |
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