-1.4%
PPL vs EWJ
+13.3%
-14.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -2.2% | +3.6% | -5.8% | -2.2% |
| 30D | +1.7% | -6.0% | +7.7% | +1.7% |
| 3M | +0.1% | -6.5% | +6.6% | +0.2% |
| 6M | -1.5% | -0.1% | -1.4% | -1.6% |
| YTD | +3.0% | +13.9% | -10.9% | +1.1% |
| 1Y | -1.4% | +13.1% | -14.6% | -3.0% |
| All | -1.4% | +13.3% | -14.7% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling