+1,236.8%
EWY vs PEP
+611.3%
+625.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.9% |
| 7D | +4.8% | -1.4% | +6.2% | +5.5% |
| 30D | +11.7% | +0.2% | +11.4% | +11.4% |
| 3M | -7.4% | -1.1% | -6.3% | -8.2% |
| 6M | +40.6% | -13.5% | +54.0% | +47.7% |
| YTD | +94.3% | -1.2% | +95.5% | +90.9% |
| 1Y | +164.3% | -1.6% | +165.8% | +158.5% |
| 3Y | +221.0% | -12.5% | +233.5% | +225.7% |
| 5Y | +139.1% | +3.0% | +136.1% | +119.1% |
| 10Y | +298.8% | +73.9% | +224.9% | +167.5% |
| All | +1,236.8% | +611.3% | +625.6% | +581.1% |
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 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