-14.9%
PEP vs IEMG
+85.2%
-100.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.3% |
| 7D | -1.7% | +1.6% | -3.3% | -1.6% |
| 30D | +0.3% | +4.6% | -4.3% | +0.4% |
| 3M | -3.2% | +4.8% | -8.1% | -3.2% |
| 6M | -13.6% | +16.8% | -30.4% | -14.5% |
| YTD | -1.9% | +24.8% | -26.7% | -3.4% |
| 1Y | -0.6% | +34.3% | -34.9% | -3.1% |
| All | -14.9% | +85.2% | -100.0% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 3y: compounded portfolio wealth divided by compounded IEMG 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…
3y analysis · Full analysis span regression · 6 months rolling