+4.7%
PEP vs SW
-2.3%
+7.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.7% |
| 7D | -1.4% | -5.1% | +3.7% | -1.3% |
| 30D | +0.2% | -4.6% | +4.8% | +0.4% |
| 3M | -1.1% | +9.4% | -10.5% | -1.4% |
| 6M | -13.5% | +3.5% | -17.0% | -13.6% |
| YTD | -1.2% | +22.0% | -23.2% | -1.8% |
| 1Y | -1.6% | +2.2% | -3.8% | -1.8% |
| 3Y | -12.5% | +19.6% | -32.1% | -13.2% |
| All | +4.7% | -2.3% | +7.1% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling