+107.5%
PEP vs WING
+405.9%
-298.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.4% | -3.9% | +2.5% | -1.1% |
| 30D | +0.2% | -11.6% | +11.8% | +1.1% |
| 3M | -1.1% | -24.2% | +23.1% | +0.8% |
| 6M | -13.5% | -54.1% | +40.6% | -8.5% |
| YTD | -1.2% | -53.9% | +52.7% | +4.0% |
| 1Y | -1.6% | -64.4% | +62.8% | +5.7% |
| 3Y | -12.5% | -30.2% | +17.7% | -15.6% |
| 5Y | +3.0% | -34.1% | +37.1% | -2.9% |
| 10Y | +73.9% | +342.1% | -268.2% | +27.8% |
| All | +107.5% | +405.9% | -298.3% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling