+150.5%
EWY vs PEP
-4.2%
+154.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -1.8% |
| 7D | -10.2% | +4.6% | -14.9% | -9.2% |
| 30D | -21.5% | +14.0% | -35.5% | -19.1% |
| 3M | -14.7% | +5.4% | -20.1% | -13.3% |
| 6M | -26.8% | -5.1% | -21.7% | -25.4% |
| YTD | +43.2% | +3.1% | +40.1% | +46.0% |
| 1Y | +48.7% | +4.8% | +44.0% | +51.6% |
| All | +150.5% | -4.2% | +154.7% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling