+3,159.9%
PEP vs WM
+26,336.4%
-23,176.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | +0.2% | -2.4% | +2.6% | +0.6% |
| 3M | -1.1% | +0.4% | -1.5% | -1.2% |
| 6M | -13.5% | -9.5% | -4.0% | -12.3% |
| YTD | -1.2% | +0.5% | -1.7% | -1.3% |
| 1Y | -1.6% | -1.1% | -0.5% | -1.5% |
| 3Y | -12.5% | +46.0% | -58.6% | -17.2% |
| 5Y | +3.0% | +51.8% | -48.8% | -3.1% |
| 10Y | +73.9% | +307.5% | -233.6% | +46.6% |
| All | +3,159.9% | +26,336.4% | -23,176.4% | +2,293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling