+555.7%
PEP vs EWZ
+436.1%
+119.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -1.4% | +6.5% | -7.9% | -2.4% |
| 30D | +0.2% | +4.8% | -4.6% | -0.6% |
| 3M | -1.1% | +9.9% | -11.0% | -2.8% |
| 6M | -13.5% | +1.9% | -15.4% | -14.0% |
| YTD | -1.2% | +20.3% | -21.5% | -4.5% |
| 1Y | -1.6% | +35.6% | -37.2% | -6.9% |
| 3Y | -12.5% | +43.4% | -56.0% | -18.7% |
| 5Y | +3.0% | +55.9% | -52.9% | -7.1% |
| 10Y | +73.9% | +84.2% | -10.2% | +44.9% |
| All | +555.7% | +436.1% | +119.6% | +344.4% |
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