+75.0%
PEP vs W
+146.8%
-71.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | -1.4% | -4.2% | +2.8% | -1.2% |
| 30D | +0.2% | -7.6% | +7.8% | +0.5% |
| 3M | -1.1% | +37.2% | -38.3% | -2.8% |
| 6M | -13.5% | +26.3% | -39.8% | -14.9% |
| YTD | -1.2% | -1.0% | -0.2% | -1.9% |
| 1Y | -1.6% | +20.1% | -21.6% | -3.5% |
| 3Y | -12.5% | +37.8% | -50.3% | -16.9% |
| 5Y | +3.0% | -63.7% | +66.7% | +1.7% |
| All | +75.0% | +146.8% | -71.9% | +46.7% |
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