+8,589.7%
PWR vs EWJ
+235.3%
+8,354.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.6% |
| 7D | +4.5% | +2.9% | +1.6% | +2.2% |
| 30D | -4.9% | +1.1% | -6.0% | -5.7% |
| 3M | -7.9% | +7.1% | -15.0% | -12.2% |
| 6M | +18.3% | +16.2% | +2.2% | +6.1% |
| YTD | +51.5% | +22.0% | +29.5% | +30.4% |
| 1Y | +70.3% | +26.2% | +44.1% | +42.9% |
| 3Y | +210.6% | +73.5% | +137.1% | +103.6% |
| 5Y | +456.7% | +52.7% | +404.0% | +301.1% |
| 10Y | +2,396.1% | +138.5% | +2,257.6% | +1,209.5% |
| All | +8,589.7% | +235.3% | +8,354.4% | +3,534.7% |
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