+30.7%
PM vs EWJ
+14.1%
+16.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | -7.1% | -1.9% | -5.2% | -7.0% |
| 30D | -2.8% | -5.3% | +2.5% | -3.1% |
| 3M | +6.3% | -4.3% | +10.7% | +6.1% |
| 6M | +9.6% | +0.4% | +9.3% | +9.1% |
| YTD | +25.6% | +14.7% | +10.9% | +24.1% |
| All | +30.7% | +14.1% | +16.6% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling