+209.3%
PEP vs IEMG
+143.9%
+65.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.1% | +2.8% | -2.7% | -0.7% |
| 30D | +0.7% | +4.6% | -4.0% | -0.8% |
| 3M | -0.5% | +5.5% | -6.0% | -2.8% |
| 6M | -11.3% | +19.7% | -31.0% | -17.5% |
| YTD | -0.6% | +25.5% | -26.1% | -9.2% |
| 1Y | +1.7% | +35.5% | -33.9% | -9.9% |
| 3Y | -12.5% | +88.0% | -100.4% | -32.1% |
| 5Y | +3.9% | +50.6% | -46.7% | -12.8% |
| 10Y | +76.6% | +138.4% | -61.8% | +17.2% |
| All | +209.3% | +143.9% | +65.4% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling