+39.0%
PYPL vs EWJ
+139.2%
-100.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.7% |
| 7D | -5.9% | -1.5% | -4.5% | -4.6% |
| 30D | -9.4% | +0.2% | -9.6% | -9.6% |
| 3M | +31.3% | +8.6% | +22.7% | +19.9% |
| 6M | +19.1% | +12.1% | +6.9% | +4.3% |
| YTD | -7.9% | +20.1% | -28.0% | -25.8% |
| 1Y | -17.9% | +25.2% | -43.1% | -36.7% |
| 3Y | -11.6% | +70.8% | -82.4% | -52.4% |
| 5Y | -81.0% | +49.2% | -130.2% | -88.2% |
| All | +39.0% | +139.2% | -100.1% | -43.7% |
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 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