+210.9%
PM vs EWJ
+144.4%
+66.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.3% |
| 7D | +4.7% | +0.3% | +4.4% | +4.5% |
| 30D | +2.6% | +0.8% | +1.8% | +2.2% |
| 3M | +6.6% | +7.5% | -0.9% | +2.6% |
| 6M | +16.5% | +15.6% | +0.9% | +7.6% |
| YTD | +21.2% | +22.7% | -1.6% | +8.7% |
| 1Y | +17.9% | +26.4% | -8.5% | +3.8% |
| 3Y | +129.8% | +72.5% | +57.3% | +65.6% |
| 5Y | +133.0% | +52.4% | +80.6% | +81.0% |
| All | +210.9% | +144.4% | +66.5% | +70.5% |
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