+38.0%
PEG vs WPM
+252.7%
-214.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.3% |
| 7D | -0.9% | -3.6% | +2.7% | -0.4% |
| 30D | -2.8% | +12.5% | -15.2% | -4.6% |
| 3M | -6.9% | +40.6% | -47.5% | -12.0% |
| 6M | -11.4% | +0.5% | -11.9% | -12.1% |
| YTD | -7.4% | +29.0% | -36.4% | -12.8% |
| 1Y | -8.3% | +43.8% | -52.1% | -15.8% |
| 3Y | +31.5% | +266.3% | -234.7% | -2.5% |
| 5Y | +38.0% | +255.1% | -217.2% | -1.1% |
| All | +38.0% | +252.7% | -214.7% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling