-63.4%
PINS vs EWJ
+53.7%
-117.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.5% |
| 7D | -12.0% | +2.5% | -14.5% | -13.9% |
| 30D | -12.7% | +3.3% | -15.9% | -15.2% |
| 3M | -5.5% | +5.0% | -10.5% | -10.4% |
| 6M | +5.3% | +11.5% | -6.3% | -6.5% |
| YTD | -21.2% | +22.4% | -43.6% | -37.6% |
| 1Y | -45.0% | +30.2% | -75.2% | -59.5% |
| 3Y | -26.2% | +72.8% | -99.0% | -63.6% |
| All | -63.4% | +53.7% | -117.1% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling