-12.5%
PEP vs WSM
+239.4%
-251.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.1% | +2.6% | -2.5% | 0.0% |
| 30D | +0.7% | -9.5% | +10.2% | +1.0% |
| 3M | -0.5% | +12.9% | -13.4% | -0.9% |
| 6M | -11.3% | +23.0% | -34.4% | -11.9% |
| YTD | -0.6% | +28.9% | -29.5% | -1.4% |
| 1Y | +1.7% | +13.7% | -12.0% | +1.1% |
| 3Y | -12.5% | +232.6% | -245.1% | -16.6% |
| All | -12.5% | +239.4% | -251.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling