+1,664.3%
PLD vs EWJ
+219.9%
+1,444.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.4% |
| 7D | +0.8% | -2.4% | +3.2% | +2.2% |
| 30D | +0.5% | -7.6% | +8.1% | +5.5% |
| 3M | -5.5% | -5.9% | +0.4% | -2.1% |
| 6M | -8.3% | -1.5% | -6.9% | -8.5% |
| YTD | +4.3% | +12.6% | -8.3% | -4.8% |
| 1Y | +7.4% | +12.7% | -5.2% | -2.1% |
| 3Y | +37.1% | +63.1% | -26.0% | -2.6% |
| 5Y | +1.3% | +48.2% | -46.9% | -23.5% |
| 10Y | +267.4% | +123.1% | +144.3% | +113.7% |
| All | +1,664.3% | +219.9% | +1,444.4% | +779.0% |
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