+95.5%
PEP vs W
+212.4%
-116.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +12.5% | +6.8% | +5.7% | +12.1% |
| 3M | +4.5% | +10.7% | -6.1% | +3.9% |
| 6M | -0.5% | +86.3% | -86.8% | -3.7% |
| YTD | +4.4% | +11.5% | -7.0% | +3.0% |
| 1Y | +4.4% | +5.1% | -0.7% | +3.1% |
| 3Y | -3.4% | +171.0% | -174.4% | -11.4% |
| 5Y | +5.2% | -56.6% | +61.8% | +2.9% |
| All | +95.5% | +212.4% | -116.8% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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