0.0%
PPL vs EWJ
+14.5%
-14.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.3% |
| 7D | -1.2% | -1.5% | +0.2% | -1.2% |
| 30D | +4.2% | -6.5% | +10.8% | +4.3% |
| 3M | +1.5% | -5.6% | +7.1% | +1.6% |
| 6M | +1.0% | -0.3% | +1.3% | +1.0% |
| YTD | +4.4% | +13.9% | -9.5% | +2.5% |
| All | 0.0% | +14.5% | -14.5% | -1.8% |
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 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