+432.8%
PEG vs WPM
+5,967.5%
-5,534.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | 0.0% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | -2.4% | +26.4% | -28.8% | -5.3% |
| 3M | -4.8% | +20.8% | -25.6% | -7.4% |
| 6M | -10.7% | +1.1% | -11.8% | -11.6% |
| YTD | -6.7% | +32.5% | -39.1% | -10.9% |
| 1Y | -6.8% | +51.5% | -58.4% | -12.8% |
| 3Y | +34.5% | +267.0% | -232.5% | +11.9% |
| 5Y | +35.8% | +250.1% | -214.4% | +12.5% |
| 10Y | +141.7% | +540.4% | -398.6% | +80.0% |
| All | +432.8% | +5,967.5% | -5,534.7% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling