-13.5%
PEP vs EWZ
+2.0%
-15.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -1.4% | +6.5% | -7.9% | -1.5% |
| 30D | +0.2% | +4.8% | -4.6% | +0.1% |
| 3M | -1.1% | +9.9% | -11.0% | -1.6% |
| 6M | -13.5% | +1.9% | -15.4% | -12.8% |
| All | -13.5% | +2.0% | -15.5% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling