-13.0%
PEP vs GWW
+96.7%
-109.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | +0.2% | +3.3% | -3.0% | -0.2% |
| 3M | -1.1% | +2.9% | -4.0% | -1.6% |
| 6M | -13.5% | +15.8% | -29.3% | -15.3% |
| YTD | -1.2% | +32.0% | -33.2% | -4.6% |
| 1Y | -1.6% | +29.9% | -31.5% | -4.8% |
| All | -13.0% | +96.7% | -109.7% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling