+230.2%
EWY vs PEP
-12.2%
+242.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | +14.3% | +0.7% | +13.7% | +14.5% |
| 3M | +2.3% | -0.5% | +2.8% | +2.6% |
| 6M | +49.9% | -11.3% | +61.2% | +51.2% |
| YTD | +95.3% | -0.6% | +95.9% | +96.3% |
| 1Y | +161.7% | +1.7% | +160.1% | +162.1% |
| 3Y | +230.2% | -12.5% | +242.6% | +230.9% |
| All | +230.2% | -12.2% | +242.4% | +230.9% |
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 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