+79.1%
PEP vs EWT
+510.6%
-431.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.7% | +2.1% | -3.8% | -2.1% |
| 30D | +0.3% | +9.4% | -9.1% | -1.5% |
| 3M | -3.2% | +10.9% | -14.1% | -5.8% |
| 6M | -13.6% | +57.9% | -71.5% | -23.3% |
| YTD | -1.9% | +75.9% | -77.8% | -15.4% |
| 1Y | -0.6% | +89.7% | -90.3% | -16.3% |
| 3Y | -13.6% | +200.9% | -214.5% | -38.8% |
| 5Y | +3.2% | +154.5% | -151.3% | -22.7% |
| 10Y | +79.1% | +520.8% | -441.7% | -11.0% |
| All | +79.1% | +510.6% | -431.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling