+73.8%
PEP vs WM
+306.5%
-232.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | 0.0% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | +0.2% | -2.4% | +2.6% | +1.4% |
| 3M | -1.1% | +0.4% | -1.5% | -1.4% |
| 6M | -13.5% | -9.5% | -4.0% | -9.2% |
| YTD | -1.2% | +0.5% | -1.7% | -2.1% |
| 1Y | -1.6% | -1.1% | -0.5% | -1.9% |
| 3Y | -12.5% | +46.0% | -58.6% | -31.2% |
| 5Y | +3.0% | +51.8% | -48.8% | -22.0% |
| All | +73.8% | +306.5% | -232.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling