+549.9%
PEP vs EWT
+594.1%
-44.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -1.0% |
| 7D | -1.4% | +4.0% | -5.4% | -2.1% |
| 30D | +0.2% | +10.3% | -10.1% | -1.7% |
| 3M | -1.1% | +6.1% | -7.2% | -2.8% |
| 6M | -13.5% | +56.6% | -70.1% | -21.7% |
| YTD | -1.2% | +76.6% | -77.8% | -12.8% |
| 1Y | -1.6% | +97.9% | -99.4% | -15.3% |
| 3Y | -12.5% | +198.0% | -210.5% | -31.9% |
| 5Y | +3.0% | +151.8% | -148.7% | -17.4% |
| 10Y | +73.9% | +514.1% | -440.2% | +14.9% |
| All | +549.9% | +594.1% | -44.2% | +250.1% |
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