+224.2%
PEP vs EMB
+127.1%
+97.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | +14.2% | +1.3% | +12.9% | +13.6% |
| 3M | +3.2% | -2.2% | +5.4% | +4.2% |
| 6M | -7.4% | -2.3% | -5.1% | -6.5% |
| YTD | +1.5% | -0.6% | +2.1% | +1.7% |
| 1Y | +3.9% | +0.5% | +3.4% | +3.6% |
| 3Y | -5.5% | +29.4% | -34.9% | -15.6% |
| 5Y | +0.1% | +6.5% | -6.4% | -3.1% |
| 10Y | +82.1% | +29.8% | +52.3% | +64.8% |
| All | +224.2% | +127.1% | +97.1% | +154.3% |
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