+31.7%
PEG vs WPM
+273.6%
-241.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -0.1% | +3.9% | -4.0% | -0.5% |
| 30D | -1.7% | +17.7% | -19.4% | -3.6% |
| 3M | -6.8% | +39.4% | -46.2% | -10.4% |
| 6M | -11.4% | +6.4% | -17.8% | -12.4% |
| YTD | -7.2% | +34.0% | -41.2% | -11.9% |
| 1Y | -6.1% | +50.5% | -56.6% | -12.9% |
| All | +31.7% | +273.6% | -241.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling