-0.6%
PEP vs GWW
+29.4%
-30.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.3% | -1.4% | +1.7% | +0.5% |
| 3M | -3.2% | -3.6% | +0.4% | -2.8% |
| 6M | -13.6% | +15.1% | -28.7% | -16.6% |
| YTD | -1.9% | +27.5% | -29.3% | -6.7% |
| 1Y | -0.6% | +29.6% | -30.2% | -6.6% |
| All | -0.6% | +29.4% | -30.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling