+4.4%
PEP vs WM
+21.5%
-17.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | +2.9% | +3.2% | -0.3% | +1.7% |
| 30D | +12.5% | +13.0% | -0.5% | +7.6% |
| 3M | +4.5% | +9.2% | -4.7% | +1.1% |
| 6M | -0.5% | +13.6% | -14.1% | -4.3% |
| YTD | +4.4% | +12.4% | -8.0% | +1.0% |
| 1Y | +4.4% | +21.2% | -16.9% | +0.6% |
| All | +4.4% | +21.5% | -17.2% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling