+946.2%
EWY vs PEP
+643.9%
+302.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | -2.8% | +1.1% | -3.9% | -3.3% |
| 30D | -13.1% | +13.6% | -26.7% | -18.4% |
| 3M | -11.6% | +5.1% | -16.7% | -14.3% |
| 6M | -23.4% | -1.6% | -21.7% | -24.6% |
| YTD | +52.0% | +3.3% | +48.7% | +45.5% |
| 1Y | +58.6% | +3.2% | +55.4% | +51.7% |
| 3Y | +163.3% | -3.9% | +167.2% | +153.9% |
| 5Y | +108.7% | +4.0% | +104.6% | +90.0% |
| 10Y | +237.8% | +90.1% | +147.6% | +115.2% |
| All | +946.2% | +643.9% | +302.3% | +419.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling