+276.3%
PEP vs SW
+743.1%
-466.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.7% |
| 7D | +7.4% | +12.1% | -4.7% | +7.2% |
| 30D | +13.3% | +6.6% | +6.8% | +13.2% |
| 3M | +3.5% | -6.0% | +9.5% | +3.6% |
| 6M | -5.9% | +21.5% | -27.4% | -6.3% |
| YTD | +2.3% | +20.3% | -18.1% | +1.8% |
| 1Y | +3.7% | +28.1% | -24.4% | +3.2% |
| 3Y | -4.8% | +51.6% | -56.4% | -5.7% |
| 5Y | +1.9% | -0.1% | +2.1% | +1.2% |
| 10Y | +83.5% | +189.7% | -106.3% | +80.6% |
| All | +276.3% | +743.1% | -466.7% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling