+3.5%
PEP vs W
+8.7%
-5.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.4% |
| 7D | +1.0% | +3.3% | -2.3% | +1.0% |
| 30D | +12.6% | +10.5% | +2.1% | +12.7% |
| 3M | +3.1% | +9.6% | -6.5% | +3.2% |
| 6M | -6.3% | +76.4% | -82.7% | -4.6% |
| YTD | +1.9% | +16.4% | -14.5% | +1.8% |
| All | +3.5% | +8.7% | -5.2% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling