+54.0%
PPL vs EWJ
+137.9%
-83.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.8% | +2.9% | -1.1% | +0.4% |
| 30D | -1.1% | +1.1% | -2.2% | -1.6% |
| 3M | 0.0% | +7.1% | -7.1% | -3.6% |
| 6M | -7.6% | +16.2% | -23.8% | -15.0% |
| YTD | +1.7% | +22.0% | -20.3% | -9.1% |
| 1Y | +1.5% | +26.2% | -24.7% | -11.2% |
| 3Y | +55.3% | +73.5% | -18.2% | +9.5% |
| 5Y | +37.7% | +52.7% | -15.0% | +5.0% |
| 10Y | +54.0% | +138.5% | -84.5% | -19.7% |
| All | +54.0% | +137.9% | -83.9% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling