+3.2%
PEP vs EWZ
+63.8%
-60.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +0.3% | +8.2% | -7.9% | -0.5% |
| 3M | -3.2% | +13.3% | -16.5% | -4.5% |
| 6M | -13.6% | +3.6% | -17.2% | -14.0% |
| YTD | -1.9% | +21.0% | -22.8% | -4.0% |
| 1Y | -0.6% | +34.7% | -35.3% | -4.0% |
| 3Y | -13.6% | +48.3% | -61.9% | -17.9% |
| 5Y | +3.2% | +60.1% | -56.8% | -2.2% |
| All | +3.2% | +63.8% | -60.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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