+4.7%
PEP vs WING
-34.0%
+38.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.4% | -3.9% | +2.5% | -1.2% |
| 30D | +0.2% | -11.6% | +11.8% | +0.7% |
| 3M | -1.1% | -24.2% | +23.1% | -0.1% |
| 6M | -13.5% | -54.1% | +40.6% | -11.2% |
| YTD | -1.2% | -53.9% | +52.7% | +1.2% |
| 1Y | -1.6% | -64.4% | +62.8% | +1.8% |
| 3Y | -12.5% | -30.2% | +17.7% | -16.1% |
| All | +4.7% | -34.0% | +38.7% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling