+2,521.4%
PWR vs EWJ
+144.4%
+2,377.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +3.0% |
| 7D | +4.2% | +0.3% | +3.9% | +4.0% |
| 30D | -4.0% | +0.8% | -4.8% | -4.7% |
| 3M | -4.8% | +7.5% | -12.3% | -10.7% |
| 6M | +14.6% | +15.6% | -1.0% | +0.5% |
| YTD | +54.2% | +22.7% | +31.5% | +27.2% |
| 1Y | +67.1% | +26.4% | +40.7% | +34.0% |
| 3Y | +218.5% | +72.5% | +145.9% | +86.9% |
| 5Y | +466.3% | +52.4% | +413.8% | +275.2% |
| All | +2,521.4% | +144.4% | +2,377.0% | +1,026.4% |
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