+584.2%
PEP vs EWZ
+355.2%
+228.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +4.6% | +1.3% | +3.3% | +4.4% |
| 30D | +14.0% | -26.2% | +40.2% | +19.1% |
| 3M | +5.4% | -8.6% | +14.0% | +6.1% |
| 6M | -5.1% | -17.0% | +11.9% | -3.1% |
| YTD | +3.1% | +2.2% | +0.9% | +1.6% |
| 1Y | +4.8% | +2.7% | +2.1% | +3.0% |
| 3Y | -4.1% | +18.2% | -22.3% | -8.6% |
| 5Y | +3.0% | +56.0% | -53.1% | -7.7% |
| 10Y | +89.6% | +60.8% | +28.8% | +60.6% |
| All | +584.2% | +355.2% | +228.9% | +372.9% |
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