-4.6%
PEP vs WM
+50.2%
-54.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +6.7% | +4.5% | +2.2% | +5.1% |
| 30D | +13.5% | +16.1% | -2.5% | +7.8% |
| 3M | +3.9% | +8.0% | -4.1% | +1.1% |
| 6M | -6.0% | +8.4% | -14.4% | -8.7% |
| YTD | +2.5% | +11.2% | -8.8% | -1.5% |
| 1Y | +3.9% | +22.3% | -18.4% | -3.3% |
| All | -4.6% | +50.2% | -54.8% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling