+286.5%
PEP vs WU
-19.6%
+306.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | +0.2% | -1.1% | +1.3% | +0.4% |
| 3M | -1.1% | -3.9% | +2.7% | -1.1% |
| 6M | -13.5% | -20.7% | +7.2% | -9.9% |
| YTD | -1.2% | -18.4% | +17.2% | +2.1% |
| 1Y | -1.6% | -8.1% | +6.5% | -1.4% |
| 3Y | -12.5% | -24.2% | +11.6% | -9.7% |
| 5Y | +3.0% | -50.4% | +53.5% | +15.3% |
| 10Y | +73.9% | -40.0% | +114.0% | +83.1% |
| All | +286.5% | -19.6% | +306.1% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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