+1.9%
PEP vs SW
-0.1%
+2.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.6% |
| 7D | +7.4% | +12.1% | -4.7% | +7.0% |
| 30D | +13.3% | +6.6% | +6.8% | +13.1% |
| 3M | +3.5% | -6.0% | +9.5% | +3.6% |
| 6M | -5.9% | +21.5% | -27.4% | -6.4% |
| YTD | +2.3% | +20.3% | -18.1% | +1.7% |
| 1Y | +3.7% | +28.1% | -24.4% | +3.0% |
| 3Y | -4.8% | +51.6% | -56.4% | -5.6% |
| 5Y | +1.9% | -0.1% | +2.1% | -0.3% |
| All | +1.9% | -0.1% | +2.1% | -0.3% |
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