+127.5%
PM vs EWJ
+51.8%
+75.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | +2.9% | -4.2% | -1.9% |
| 30D | -2.6% | +1.1% | -3.6% | -2.8% |
| 3M | +5.8% | +7.1% | -1.3% | +3.8% |
| 6M | +10.6% | +16.2% | -5.6% | +5.7% |
| YTD | +17.2% | +22.0% | -4.8% | +10.6% |
| 1Y | +17.6% | +26.2% | -8.6% | +9.8% |
| 3Y | +124.3% | +73.5% | +50.8% | +82.5% |
| All | +127.5% | +51.8% | +75.7% | +88.8% |
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