+95.5%
PEP vs WPM
+749.7%
-654.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +2.9% | -3.6% | +6.5% | +3.1% |
| 30D | +12.5% | +1.4% | +11.1% | +12.3% |
| 3M | +4.5% | -0.2% | +4.7% | +4.3% |
| 6M | -0.5% | -7.3% | +6.8% | -0.4% |
| YTD | +4.4% | +12.3% | -7.9% | +2.7% |
| 1Y | +4.4% | +24.9% | -20.5% | +1.8% |
| 3Y | -3.4% | +210.4% | -213.8% | -13.3% |
| 5Y | +5.2% | +210.4% | -205.2% | -6.6% |
| All | +95.5% | +749.7% | -654.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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