+95.5%
PEP vs WING
+618.8%
-523.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +2.9% | -2.7% | +5.6% | +3.1% |
| 30D | +12.5% | +29.3% | -16.8% | +10.1% |
| 3M | +4.5% | +39.9% | -35.3% | +1.4% |
| 6M | -0.5% | +32.4% | -32.9% | -3.4% |
| YTD | +4.4% | -32.9% | +37.4% | +6.3% |
| 1Y | +4.4% | -31.9% | +36.2% | +5.9% |
| 3Y | -3.4% | -24.9% | +21.5% | -6.7% |
| 5Y | +5.2% | -0.7% | +5.8% | -4.9% |
| All | +95.5% | +618.8% | -523.2% | +41.2% |
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