+229.5%
EWY vs PEP
+92.7%
+136.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.4% |
| 7D | +4.2% | +2.9% | +1.3% | +3.4% |
| 30D | -10.7% | +12.5% | -23.2% | -13.8% |
| 3M | -20.1% | +4.5% | -24.6% | -21.3% |
| 6M | -24.3% | -0.5% | -23.8% | -25.0% |
| YTD | +46.9% | +4.4% | +42.4% | +42.5% |
| 1Y | +55.2% | +4.4% | +50.8% | +50.5% |
| 3Y | +157.0% | -3.4% | +160.4% | +151.8% |
| 5Y | +98.9% | +5.2% | +93.7% | +84.1% |
| All | +229.5% | +92.7% | +136.8% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling