-18.6%
EWY vs PEP
-3.5%
-15.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -3.2% |
| 7D | +10.4% | -0.3% | +10.7% | +10.0% |
| 30D | -12.7% | +11.8% | -24.5% | +3.0% |
| 3M | -17.3% | +3.7% | -21.0% | -13.7% |
| 6M | -18.6% | -4.3% | -14.2% | -26.8% |
| All | -18.6% | -3.5% | -15.1% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling