+215.6%
PEP vs EMB
+132.1%
+83.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.2% | -0.3% | +0.5% | +0.4% |
| 3M | -1.1% | -0.4% | -0.7% | -0.9% |
| 6M | -13.5% | +0.1% | -13.6% | -13.6% |
| YTD | -1.2% | +1.6% | -2.8% | -1.9% |
| 1Y | -1.6% | +5.6% | -7.2% | -3.9% |
| 3Y | -12.5% | +29.8% | -42.3% | -22.0% |
| 5Y | +3.0% | +7.3% | -4.2% | -0.6% |
| 10Y | +73.9% | +30.4% | +43.5% | +56.6% |
| All | +215.6% | +132.1% | +83.5% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling