+398.8%
PEP vs WPM
+5,535.3%
-5,136.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | +0.1% |
| 7D | +1.0% | +20.8% | -19.8% | 0.0% |
| 30D | +12.6% | +3.8% | +8.8% | +12.3% |
| 3M | +3.1% | +7.4% | -4.3% | +2.5% |
| 6M | -6.3% | +4.0% | -10.2% | -6.9% |
| YTD | +1.9% | +23.0% | -21.2% | -0.1% |
| 1Y | +3.3% | +45.9% | -42.7% | +0.2% |
| 3Y | -4.8% | +242.9% | -247.8% | -12.9% |
| 5Y | +2.0% | +259.5% | -257.5% | -7.4% |
| 10Y | +80.3% | +577.7% | -497.4% | +55.7% |
| All | +398.8% | +5,535.3% | -5,136.5% | +258.4% |
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