+307.9%
EWY vs PEP
+78.6%
+229.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.8% |
| 7D | +6.7% | -1.7% | +8.4% | +7.2% |
| 30D | +17.0% | +0.3% | +16.7% | +16.7% |
| 3M | +3.7% | -3.2% | +6.9% | +3.9% |
| 6M | +42.5% | -13.6% | +56.1% | +48.1% |
| YTD | +96.2% | -1.9% | +98.1% | +94.1% |
| 1Y | +160.4% | -0.6% | +161.0% | +155.1% |
| 3Y | +231.7% | -13.6% | +245.3% | +239.4% |
| 5Y | +153.3% | +3.2% | +150.0% | +133.2% |
| All | +307.9% | +78.6% | +229.3% | +190.3% |
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