-5.9%
PEP vs SW
+17.5%
-23.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.3% |
| 7D | +7.4% | +12.1% | -4.7% | +6.1% |
| 30D | +13.3% | +6.6% | +6.8% | +12.5% |
| 3M | +3.5% | -6.0% | +9.5% | +3.7% |
| 6M | -5.9% | +21.5% | -27.4% | -5.8% |
| All | -5.9% | +17.5% | -23.4% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling