+3,269.6%
PEP vs GWW
+16,483.6%
-13,214.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.4% |
| 7D | -0.3% | +3.7% | -4.0% | -1.1% |
| 30D | +11.8% | +13.6% | -1.8% | +8.5% |
| 3M | +3.7% | +15.4% | -11.7% | +0.2% |
| 6M | -4.3% | +21.8% | -26.1% | -8.8% |
| YTD | +2.1% | +50.0% | -47.9% | -7.4% |
| 1Y | +2.5% | +60.2% | -57.7% | -8.5% |
| 3Y | -5.0% | +94.4% | -99.4% | -19.9% |
| 5Y | +2.9% | +221.8% | -219.0% | -24.0% |
| 10Y | +87.9% | +665.8% | -577.8% | +9.9% |
| All | +3,269.6% | +16,483.6% | -13,214.0% | +586.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling