+8,850.1%
PH vs EWJ
+139.6%
+8,710.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +4.3% | +4.0% | +0.4% | +1.7% |
| 30D | +0.1% | -4.3% | +4.4% | +2.9% |
| 3M | -9.4% | -6.8% | -2.6% | -5.3% |
| 6M | +8.8% | -0.9% | +9.6% | +8.7% |
| YTD | +9.6% | +14.3% | -4.6% | -0.5% |
| 1Y | +14.4% | +15.3% | -0.9% | +3.3% |
| 3Y | +134.5% | +65.6% | +68.9% | +67.1% |
| 5Y | +204.4% | +47.5% | +157.0% | +134.8% |
| 10Y | +697.3% | +126.2% | +571.1% | +394.5% |
| All | +8,850.1% | +139.6% | +8,710.5% | +4,512.4% |
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 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