-81.6%
PYPL vs EWJ
+50.3%
-131.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.1% |
| 7D | -4.3% | +1.0% | -5.3% | -5.1% |
| 30D | -11.5% | +1.0% | -12.5% | -12.3% |
| 3M | +26.1% | +7.2% | +18.9% | +17.4% |
| 6M | +13.7% | +13.9% | -0.2% | -1.0% |
| YTD | -9.8% | +20.8% | -30.6% | -27.2% |
| 1Y | -22.1% | +26.4% | -48.4% | -40.0% |
| 3Y | -13.5% | +71.8% | -85.2% | -54.8% |
| 5Y | -81.6% | +49.9% | -131.5% | -89.4% |
| All | -81.6% | +50.3% | -131.9% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling