-59.1%
PINS vs EWJ
+47.4%
-106.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -2.5% |
| 7D | -6.2% | -1.5% | -4.7% | -5.0% |
| 30D | -10.9% | -6.5% | -4.4% | -5.8% |
| 3M | -19.5% | -5.6% | -13.9% | -15.8% |
| 6M | -10.4% | -0.3% | -10.1% | -11.6% |
| YTD | -26.4% | +13.9% | -40.3% | -38.1% |
| 1Y | -29.6% | +14.6% | -44.2% | -41.4% |
| 3Y | -39.0% | +66.6% | -105.7% | -69.9% |
| 5Y | -59.1% | +47.7% | -106.8% | -78.3% |
| All | -59.1% | +47.4% | -106.6% | -78.3% |
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