+3.2%
PEP vs EMB
+0.3%
+2.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +13.6% | +1.1% | +12.5% | +13.0% |
| 3M | +5.1% | -2.0% | +7.1% | +5.8% |
| 6M | -1.6% | -1.9% | +0.3% | -0.8% |
| YTD | +3.3% | -0.5% | +3.9% | +4.6% |
| 1Y | +3.2% | +0.1% | +3.1% | +4.3% |
| All | +3.2% | +0.3% | +2.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling