-25.1%
PINS vs EWJ
+105.3%
-130.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.3% | -8.3% |
| 7D | -13.9% | +1.0% | -14.9% | -14.7% |
| 30D | -25.0% | +1.0% | -26.0% | -25.8% |
| 3M | -16.6% | +7.2% | -23.8% | -23.2% |
| 6M | -7.0% | +13.9% | -20.9% | -20.5% |
| YTD | -29.4% | +20.8% | -50.2% | -44.7% |
| 1Y | -49.9% | +26.4% | -76.3% | -62.9% |
| 3Y | -33.6% | +71.8% | -105.4% | -67.6% |
| 5Y | -66.8% | +49.9% | -116.7% | -80.7% |
| All | -25.1% | +105.3% | -130.3% | -73.4% |
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