+79.1%
PEP vs WING
+359.3%
-280.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -1.7% | -2.3% | +0.6% | -1.5% |
| 30D | +0.3% | -5.6% | +5.9% | +0.7% |
| 3M | -3.2% | -22.9% | +19.7% | -1.5% |
| 6M | -13.6% | -50.4% | +36.9% | -9.1% |
| YTD | -1.9% | -53.3% | +51.5% | +3.2% |
| 1Y | -0.6% | -61.2% | +60.6% | +5.9% |
| 3Y | -13.6% | -30.1% | +16.5% | -16.9% |
| 5Y | +3.2% | -35.0% | +38.2% | -2.9% |
| 10Y | +79.1% | +375.5% | -296.5% | +31.0% |
| All | +79.1% | +359.3% | -280.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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