+380.9%
PEP vs VWO
+328.1%
+52.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | +0.2% | +2.4% | -2.2% | -0.5% |
| 3M | -1.1% | +2.0% | -3.1% | -2.0% |
| 6M | -13.5% | +10.7% | -24.2% | -16.5% |
| YTD | -1.2% | +14.4% | -15.6% | -5.7% |
| 1Y | -1.6% | +22.7% | -24.3% | -8.3% |
| 3Y | -12.5% | +64.2% | -76.7% | -26.2% |
| 5Y | +3.0% | +35.8% | -32.7% | -8.5% |
| 10Y | +73.9% | +114.7% | -40.8% | +31.5% |
| All | +380.9% | +328.1% | +52.8% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling