+848.9%
PM vs EWJ
+171.0%
+677.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +0.5% | +4.0% | -3.4% | -1.3% |
| 30D | -3.2% | -4.3% | +1.0% | -1.4% |
| 3M | +6.2% | -6.8% | +13.0% | +9.3% |
| 6M | +7.7% | -0.9% | +8.6% | +6.7% |
| YTD | +27.3% | +14.3% | +13.0% | +17.2% |
| 1Y | +32.8% | +15.3% | +17.5% | +21.6% |
| 3Y | +150.0% | +65.6% | +84.4% | +85.8% |
| 5Y | +164.2% | +47.5% | +116.8% | +106.9% |
| 10Y | +265.7% | +126.2% | +139.5% | +126.6% |
| All | +848.9% | +171.0% | +677.9% | +391.2% |
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 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