+80.3%
PEP vs W
+268.4%
-188.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.2% |
| 7D | +1.0% | +3.3% | -2.3% | +0.9% |
| 30D | +12.6% | +10.5% | +2.1% | +12.1% |
| 3M | +3.1% | +9.6% | -6.5% | +2.6% |
| 6M | -6.3% | +76.4% | -82.7% | -9.1% |
| YTD | +1.9% | +16.4% | -14.5% | +0.3% |
| 1Y | +3.3% | +9.3% | -6.1% | +1.9% |
| 3Y | -4.8% | +172.8% | -177.7% | -12.7% |
| 5Y | +2.0% | -53.4% | +55.4% | -0.6% |
| 10Y | +80.3% | +243.6% | -163.3% | +52.9% |
| All | +80.3% | +268.4% | -188.1% | +52.9% |
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