+406.0%
PEP vs WPM
+5,208.0%
-4,802.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +1.1% | +3.1% | -2.0% | +0.9% |
| 30D | +13.6% | -1.8% | +15.5% | +13.6% |
| 3M | +5.1% | +1.0% | +4.1% | +4.8% |
| 6M | -1.6% | -5.4% | +3.8% | -1.7% |
| YTD | +3.3% | +15.9% | -12.5% | +1.7% |
| 1Y | +3.2% | +30.8% | -27.6% | +0.8% |
| 3Y | -3.9% | +222.6% | -226.5% | -11.8% |
| 5Y | +4.0% | +227.4% | -223.3% | -5.1% |
| 10Y | +90.1% | +757.8% | -667.7% | +62.2% |
| All | +406.0% | +5,208.0% | -4,802.0% | +264.8% |
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 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