-0.6%
PEP vs WING
-63.4%
+62.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.6% |
| 30D | +0.3% | -5.6% | +5.9% | +0.5% |
| 3M | -3.2% | -22.9% | +19.7% | -2.6% |
| 6M | -13.6% | -50.4% | +36.9% | -13.6% |
| YTD | -1.9% | -53.3% | +51.5% | -1.8% |
| 1Y | -0.6% | -61.2% | +60.6% | +2.2% |
| All | -0.6% | -63.4% | +62.8% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling