+145.8%
PEP vs KWEB
+24.8%
+121.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +0.7% | -11.5% | +12.2% | +1.5% |
| 3M | -0.5% | -2.9% | +2.4% | -0.4% |
| 6M | -11.3% | -14.6% | +3.3% | -10.5% |
| YTD | -0.6% | -25.5% | +24.9% | +1.2% |
| 1Y | +1.7% | -31.1% | +32.7% | +3.9% |
| 3Y | -12.5% | +3.0% | -15.4% | -13.9% |
| 5Y | +3.9% | -42.6% | +46.5% | +6.2% |
| 10Y | +76.6% | -21.1% | +97.7% | +65.7% |
| All | +145.8% | +24.8% | +121.0% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KWEB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling