+144.4%
PEP vs KWEB
+28.2%
+116.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | +0.2% | -8.7% | +9.0% | +0.8% |
| 3M | -1.1% | -4.0% | +2.9% | -0.9% |
| 6M | -13.5% | -13.1% | -0.3% | -12.8% |
| YTD | -1.2% | -23.5% | +22.3% | +0.4% |
| 1Y | -1.6% | -27.2% | +25.6% | +0.2% |
| 3Y | -12.5% | -2.1% | -10.4% | -13.6% |
| 5Y | +3.0% | -40.8% | +43.8% | +5.0% |
| 10Y | +73.9% | -17.5% | +91.4% | +62.6% |
| All | +144.4% | +28.2% | +116.2% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling