+3.3%
PEP vs EMB
+6.0%
-2.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +13.5% | +1.1% | +12.4% | +13.0% |
| 3M | +3.9% | -2.9% | +6.9% | +5.3% |
| 6M | -6.0% | -2.1% | -3.9% | -5.2% |
| YTD | +2.5% | -1.1% | +3.6% | +2.9% |
| 1Y | +3.9% | +0.3% | +3.6% | +3.7% |
| 3Y | -4.7% | +27.7% | -32.4% | -14.3% |
| All | +3.3% | +6.0% | -2.7% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling