+121.7%
PEP vs W
+209.7%
-87.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | -0.3% | -1.7% | +1.4% | -0.3% |
| 30D | +11.8% | +3.2% | +8.5% | +11.5% |
| 3M | +3.7% | +8.3% | -4.6% | +3.2% |
| 6M | -4.3% | +84.3% | -88.6% | -7.2% |
| YTD | +2.1% | +11.0% | -8.9% | +0.8% |
| 1Y | +2.5% | -0.2% | +2.7% | +1.6% |
| 3Y | -5.0% | +157.9% | -163.0% | -12.1% |
| 5Y | +2.9% | -56.8% | +59.7% | +0.2% |
| 10Y | +87.9% | +212.2% | -124.3% | +53.0% |
| All | +121.7% | +209.7% | -87.9% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling