+3.9%
PEP vs GWW
+222.6%
-218.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | +0.7% | +1.1% | -0.5% | +0.4% |
| 3M | -0.5% | -1.0% | +0.5% | -0.5% |
| 6M | -11.3% | +16.3% | -27.6% | -14.2% |
| YTD | -0.6% | +28.5% | -29.1% | -5.8% |
| 1Y | +1.7% | +30.3% | -28.6% | -4.0% |
| 3Y | -12.5% | +91.6% | -104.1% | -25.7% |
| 5Y | +3.9% | +224.0% | -220.1% | -26.0% |
| All | +3.9% | +222.6% | -218.7% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling