+3.3%
PEP vs W
-53.8%
+57.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.2% | +8.4% | +0.4% |
| 7D | +6.7% | -5.6% | +12.3% | +6.8% |
| 30D | +13.5% | +7.5% | +6.0% | +13.3% |
| 3M | +3.9% | +5.4% | -1.5% | +3.7% |
| 6M | -6.0% | +79.4% | -85.4% | -7.3% |
| YTD | +2.5% | +12.9% | -10.5% | +1.8% |
| 1Y | +3.9% | +12.4% | -8.5% | +3.2% |
| 3Y | -4.7% | +128.5% | -133.1% | -8.5% |
| All | +3.3% | -53.8% | +57.2% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling