+160.1%
PM vs EWJ
+49.8%
+110.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | -7.1% | -1.9% | -5.2% | -6.7% |
| 30D | -2.8% | -5.3% | +2.5% | -1.8% |
| 3M | +6.3% | -4.3% | +10.7% | +7.1% |
| 6M | +9.6% | +0.4% | +9.3% | +8.8% |
| YTD | +25.6% | +14.7% | +10.9% | +20.0% |
| 1Y | +29.7% | +14.7% | +14.9% | +23.8% |
| 3Y | +147.6% | +66.2% | +81.4% | +101.9% |
| 5Y | +160.1% | +50.2% | +109.9% | +112.2% |
| All | +160.1% | +49.8% | +110.3% | +112.2% |
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