+57.2%
PPL vs EWJ
+56.7%
+0.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.4% | -5.0% | +5.4% | +0.9% |
| 30D | +5.4% | -10.2% | +15.7% | +6.5% |
| 3M | +4.3% | -7.2% | +11.5% | +5.0% |
| 6M | -1.3% | -3.2% | +1.9% | -1.3% |
| YTD | +4.7% | +9.9% | -5.2% | +2.7% |
| 1Y | +1.3% | +11.0% | -9.7% | -0.9% |
| 3Y | +57.2% | +57.3% | -0.1% | +36.6% |
| All | +57.2% | +56.7% | +0.5% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling