+4.4%
PEP vs EMB
+7.3%
-2.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +2.9% | -0.9% | +3.8% | +3.3% |
| 30D | +12.5% | +0.4% | +12.2% | +12.3% |
| 3M | +4.5% | -3.1% | +7.7% | +6.0% |
| 6M | -0.5% | -2.1% | +1.6% | +0.4% |
| YTD | +4.4% | -1.1% | +5.5% | +4.9% |
| 1Y | +4.4% | -0.1% | +4.4% | +4.3% |
| 3Y | -3.4% | +29.6% | -33.0% | -13.8% |
| All | +4.4% | +7.3% | -2.8% | +3.7% |
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