+2.1%
PEP vs EWT
+56.6%
-54.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -1.6% |
| 7D | -0.3% | +13.2% | -13.6% | +1.6% |
| 30D | +11.8% | -14.3% | +26.0% | +9.2% |
| 3M | +3.7% | -8.4% | +12.1% | +2.4% |
| 6M | -4.3% | +3.7% | -8.0% | -4.7% |
| YTD | +2.1% | +53.1% | -50.9% | +2.2% |
| All | +2.1% | +56.6% | -54.5% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling