+4.4%
PEP vs VWO
+25.3%
-20.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.9% | +2.0% | +0.9% | +2.7% |
| 30D | +12.5% | -4.3% | +16.8% | +12.9% |
| 3M | +4.5% | -6.4% | +10.9% | +5.1% |
| 6M | -0.5% | -5.6% | +5.2% | -0.1% |
| YTD | +4.4% | +5.2% | -0.8% | +3.1% |
| 1Y | +4.4% | +5.2% | -0.8% | +3.0% |
| 3Y | -3.4% | +55.5% | -58.9% | -12.0% |
| All | +4.4% | +25.3% | -20.9% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling