-4.8%
PEP vs EWT
+153.9%
-158.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.2% | -6.8% | +1.0% |
| 7D | +1.0% | -5.0% | +6.0% | +0.6% |
| 30D | +12.6% | -16.3% | +29.0% | +11.0% |
| 3M | +3.1% | -7.2% | +10.4% | +2.5% |
| 6M | -6.3% | -0.5% | -5.8% | -6.5% |
| YTD | +1.9% | +50.6% | -48.7% | +2.2% |
| 1Y | +3.3% | +54.8% | -51.6% | +3.7% |
| 3Y | -4.8% | +155.5% | -160.3% | -7.6% |
| All | -4.8% | +153.9% | -158.7% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling