+3.9%
PEP vs EWT
+154.5%
-150.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | +0.7% | +8.2% | -7.5% | +0.6% |
| 3M | -0.5% | +11.1% | -11.6% | -0.8% |
| 6M | -11.3% | +60.4% | -71.8% | -13.9% |
| YTD | -0.6% | +75.6% | -76.2% | -4.1% |
| 1Y | +1.7% | +91.3% | -89.7% | -2.7% |
| 3Y | -12.5% | +200.3% | -212.8% | -22.8% |
| 5Y | +3.9% | +156.4% | -152.5% | -5.9% |
| All | +3.9% | +154.5% | -150.6% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling