-1.7%
PEP vs VWO
+16.3%
-18.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.1% |
| 7D | -1.0% | -1.8% | +0.8% | -1.3% |
| 30D | -0.7% | -0.1% | -0.6% | -0.7% |
| 3M | -4.1% | +2.2% | -6.4% | -3.7% |
| 6M | -13.1% | +8.8% | -21.8% | -12.5% |
| YTD | -2.1% | +12.4% | -14.5% | +0.8% |
| 1Y | -1.7% | +15.6% | -17.2% | +3.5% |
| All | -1.7% | +16.3% | -18.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling