+51.4%
PYPL vs EWJ
+138.0%
-86.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.4% |
| 7D | +2.7% | +2.5% | +0.2% | +0.5% |
| 30D | -4.9% | +3.3% | -8.2% | -7.7% |
| 3M | +28.9% | +5.0% | +23.9% | +22.0% |
| 6M | +18.2% | +11.5% | +6.7% | +4.6% |
| YTD | -5.0% | +22.4% | -27.4% | -24.0% |
| 1Y | -18.8% | +30.2% | -49.0% | -39.0% |
| 3Y | -12.6% | +72.8% | -85.4% | -51.5% |
| 5Y | -80.8% | +54.1% | -134.9% | -88.1% |
| 10Y | +49.9% | +140.6% | -90.7% | -38.0% |
| All | +51.4% | +138.0% | -86.6% | -34.7% |
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