+81.9%
PEP vs SW
+185.4%
-103.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +6.7% | +4.7% | +2.0% | +6.5% |
| 30D | +13.5% | +5.0% | +8.5% | +13.3% |
| 3M | +3.9% | -7.3% | +11.3% | +4.2% |
| 6M | -6.0% | +15.0% | -21.0% | -6.6% |
| YTD | +2.5% | +18.5% | -16.1% | +1.6% |
| 1Y | +3.9% | +27.1% | -23.2% | +2.7% |
| 3Y | -4.7% | +49.3% | -54.0% | -6.8% |
| 5Y | +1.1% | -1.6% | +2.7% | -0.5% |
| All | +81.9% | +185.4% | -103.5% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling