+64.4%
PPL vs EWJ
+126.6%
-62.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.9% |
| 7D | -1.2% | -1.5% | +0.2% | -0.7% |
| 30D | +4.2% | -6.5% | +10.8% | +7.2% |
| 3M | +1.5% | -5.6% | +7.1% | +3.9% |
| 6M | +1.0% | -0.3% | +1.3% | +0.2% |
| YTD | +4.4% | +13.9% | -9.5% | -4.0% |
| 1Y | +0.8% | +14.6% | -13.8% | -7.7% |
| 3Y | +56.5% | +66.6% | -10.2% | +11.7% |
| 5Y | +47.7% | +47.7% | 0.0% | +13.2% |
| 10Y | +64.4% | +126.0% | -61.6% | -8.8% |
| All | +64.4% | +126.6% | -62.2% | -8.8% |
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 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