+54.4%
PYPL vs EWJ
+126.4%
-71.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | +0.1% | +4.0% | -3.9% | -3.5% |
| 30D | +5.7% | -4.3% | +9.9% | +9.7% |
| 3M | -1.9% | -6.8% | +4.9% | +4.2% |
| 6M | +31.8% | -0.9% | +32.7% | +30.5% |
| YTD | +2.4% | +14.3% | -11.8% | -14.1% |
| 1Y | -8.2% | +15.3% | -23.5% | -23.9% |
| 3Y | +10.2% | +65.6% | -55.4% | -39.7% |
| 5Y | -71.2% | +47.5% | -118.7% | -82.2% |
| All | +54.4% | +126.4% | -71.9% | -37.2% |
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