+763.1%
PM vs EWJ
+190.2%
+572.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -4.9% | +2.5% | -7.4% | -6.0% |
| 30D | -3.4% | +3.3% | -6.7% | -4.9% |
| 3M | +5.2% | +5.0% | +0.2% | +1.9% |
| 6M | +3.7% | +11.5% | -7.8% | -2.8% |
| YTD | +15.8% | +22.4% | -6.6% | +3.6% |
| 1Y | +17.4% | +30.2% | -12.8% | +1.5% |
| 3Y | +116.9% | +72.8% | +44.1% | +58.7% |
| 5Y | +117.3% | +54.1% | +63.2% | +67.4% |
| 10Y | +193.8% | +140.6% | +53.1% | +77.5% |
| All | +763.1% | +190.2% | +572.9% | +334.1% |
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 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