+383.8%
PEP vs WPM
+5,967.5%
-5,583.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | +0.2% | +26.4% | -26.1% | -1.2% |
| 3M | -1.1% | +20.8% | -21.9% | -2.4% |
| 6M | -13.5% | +1.1% | -14.6% | -13.9% |
| YTD | -1.2% | +32.5% | -33.6% | -3.4% |
| 1Y | -1.6% | +51.5% | -53.1% | -4.6% |
| 3Y | -12.5% | +267.0% | -279.5% | -20.2% |
| 5Y | +3.0% | +250.1% | -247.1% | -6.3% |
| 10Y | +73.9% | +540.4% | -466.4% | +50.7% |
| All | +383.8% | +5,967.5% | -5,583.7% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling