-3.4%
PEP vs WING
-23.4%
+20.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +2.9% | -2.5% | +5.4% | +2.9% |
| 30D | +12.5% | +29.5% | -17.0% | +12.2% |
| 3M | +4.5% | +40.2% | -35.6% | +4.2% |
| 6M | -0.5% | +32.7% | -33.2% | -0.6% |
| YTD | +4.4% | -32.8% | +37.2% | +3.9% |
| 1Y | +4.4% | -31.7% | +36.1% | +3.8% |
| 3Y | -3.4% | -24.7% | +21.3% | -4.0% |
| All | -3.4% | -23.4% | +20.0% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling