+3,280.3%
PEP vs WM
+29,154.7%
-25,874.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +6.7% | +4.5% | +2.2% | +6.0% |
| 30D | +13.5% | +16.1% | -2.5% | +11.1% |
| 3M | +3.9% | +8.0% | -4.1% | +2.8% |
| 6M | -6.0% | +8.4% | -14.4% | -7.1% |
| YTD | +2.5% | +11.2% | -8.8% | +0.8% |
| 1Y | +3.9% | +22.3% | -18.4% | +0.9% |
| 3Y | -4.7% | +50.2% | -54.9% | -10.2% |
| 5Y | +1.1% | +63.3% | -62.2% | -5.9% |
| 10Y | +83.8% | +355.0% | -271.2% | +52.6% |
| All | +3,280.3% | +29,154.7% | -25,874.5% | +2,345.7% |
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 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