+75.3%
PEP vs KWEB
-19.7%
+95.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.0% | -5.6% | +4.6% | -0.6% |
| 30D | -0.7% | -10.7% | +10.0% | 0.0% |
| 3M | -4.1% | -7.4% | +3.3% | -3.8% |
| 6M | -13.1% | -19.3% | +6.3% | -12.1% |
| YTD | -2.1% | -27.8% | +25.6% | -0.4% |
| 1Y | -1.7% | -35.9% | +34.3% | +0.7% |
| 3Y | -15.1% | -1.9% | -13.2% | -16.1% |
| 5Y | +3.1% | -43.2% | +46.3% | +5.9% |
| All | +75.3% | -19.7% | +95.0% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling