+62.4%
EWY vs PEP
+2.4%
+60.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.6% | +0.6% |
| 7D | -8.3% | +7.4% | -15.7% | -3.6% |
| 30D | -20.5% | +13.3% | -33.9% | -13.3% |
| 3M | -11.1% | +3.5% | -14.6% | -8.3% |
| 6M | -7.0% | -5.9% | -1.1% | -3.3% |
| YTD | +56.5% | +2.3% | +54.2% | +68.8% |
| 1Y | +62.4% | +3.7% | +58.7% | +74.9% |
| All | +62.4% | +2.4% | +60.0% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling