+592.9%
PEP vs EWZ
+356.2%
+236.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +2.0% |
| 7D | +2.9% | +0.8% | +2.2% | +2.8% |
| 30D | +12.5% | -24.4% | +36.9% | +17.1% |
| 3M | +4.5% | -4.6% | +9.1% | +4.6% |
| 6M | -0.5% | -11.6% | +11.1% | +0.6% |
| YTD | +4.4% | +2.4% | +2.0% | +2.8% |
| 1Y | +4.4% | +2.1% | +2.3% | +2.7% |
| 3Y | -3.4% | +18.7% | -22.1% | -8.0% |
| 5Y | +5.2% | +54.2% | -49.0% | -5.5% |
| 10Y | +92.1% | +65.9% | +26.2% | +62.0% |
| All | +592.9% | +356.2% | +236.7% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling