+90.1%
PEP vs WM
+332.5%
-242.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | +1.1% | +0.8% | +0.3% | +0.7% |
| 30D | +13.6% | +13.8% | -0.2% | +6.1% |
| 3M | +5.1% | +6.4% | -1.3% | +1.6% |
| 6M | -1.6% | +13.2% | -14.8% | -8.0% |
| YTD | +3.3% | +10.8% | -7.4% | -2.8% |
| 1Y | +3.2% | +20.2% | -17.0% | -7.1% |
| 3Y | -3.9% | +46.5% | -50.4% | -24.2% |
| 5Y | +4.0% | +61.3% | -57.2% | -23.5% |
| 10Y | +90.1% | +324.8% | -234.6% | -15.7% |
| All | +90.1% | +332.5% | -242.4% | -15.7% |
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