+578.1%
PEP vs EWT
+485.8%
+92.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +4.6% | -3.7% | +8.3% | +5.1% |
| 30D | +14.0% | -17.2% | +31.2% | +17.6% |
| 3M | +5.4% | -7.3% | +12.7% | +6.2% |
| 6M | -5.1% | -1.5% | -3.7% | -6.3% |
| YTD | +3.1% | +49.0% | -45.9% | -6.6% |
| 1Y | +4.8% | +50.6% | -45.8% | -5.3% |
| 3Y | -4.1% | +148.9% | -153.0% | -23.1% |
| 5Y | +3.0% | +116.1% | -113.1% | -15.5% |
| 10Y | +89.6% | +427.8% | -338.2% | +28.2% |
| All | +578.1% | +485.8% | +92.3% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling