+4.4%
PEP vs WING
+0.4%
+4.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +2.9% | -2.5% | +5.4% | +3.0% |
| 30D | +12.5% | +29.5% | -17.0% | +11.2% |
| 3M | +4.5% | +40.2% | -35.6% | +2.9% |
| 6M | -0.5% | +32.7% | -33.2% | -1.9% |
| YTD | +4.4% | -32.8% | +37.2% | +5.2% |
| 1Y | +4.4% | -31.7% | +36.1% | +5.0% |
| 3Y | -3.4% | -24.7% | +21.3% | -6.9% |
| All | +4.4% | +0.4% | +4.0% | -9.1% |
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