+579.6%
PEP vs EWT
+519.9%
+59.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.8% |
| 7D | +1.1% | +3.2% | -2.1% | +0.2% |
| 30D | +13.6% | -12.3% | +25.9% | +15.9% |
| 3M | +5.1% | -3.6% | +8.7% | +5.2% |
| 6M | -1.6% | +3.1% | -4.7% | -3.6% |
| YTD | +3.3% | +57.7% | -54.4% | -7.3% |
| 1Y | +3.2% | +60.3% | -57.0% | -7.8% |
| 3Y | -3.9% | +163.4% | -167.3% | -23.8% |
| 5Y | +4.0% | +127.4% | -123.4% | -15.4% |
| 10Y | +90.1% | +462.7% | -372.5% | +27.0% |
| All | +579.6% | +519.9% | +59.7% | +272.0% |
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