+1,163.4%
PPL vs EWJ
+156.6%
+1,006.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.7% | +2.5% | +0.1% | +1.8% |
| 30D | +0.5% | +3.3% | -2.8% | -0.6% |
| 3M | +0.7% | +5.0% | -4.3% | -1.3% |
| 6M | -7.6% | +11.5% | -19.1% | -11.5% |
| YTD | +1.8% | +22.4% | -20.6% | -5.6% |
| 1Y | -0.8% | +30.2% | -31.0% | -10.0% |
| 3Y | +56.9% | +72.8% | -15.9% | +27.5% |
| 5Y | +39.5% | +54.1% | -14.6% | +17.3% |
| 10Y | +55.4% | +140.6% | -85.2% | +13.0% |
| All | +1,163.4% | +156.6% | +1,006.7% | +688.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling