+3.0%
PEP vs WSM
+182.7%
-179.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +4.6% | +3.1% | +1.5% | +4.4% |
| 30D | +14.0% | +8.5% | +5.5% | +13.4% |
| 3M | +5.4% | +4.6% | +0.8% | +5.0% |
| 6M | -5.1% | +44.5% | -49.7% | -7.3% |
| YTD | +3.1% | +48.4% | -45.3% | +0.5% |
| 1Y | +4.8% | +36.2% | -31.4% | +2.6% |
| 3Y | -4.1% | +268.8% | -272.9% | -15.0% |
| 5Y | +3.0% | +185.2% | -182.3% | -10.1% |
| All | +3.0% | +182.7% | -179.8% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling