+303.3%
PEP vs WU
-19.5%
+322.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +1.0% |
| 7D | +4.6% | +11.0% | -6.4% | +2.2% |
| 30D | +14.0% | +13.4% | +0.6% | +10.8% |
| 3M | +5.4% | +2.2% | +3.2% | +4.7% |
| 6M | -5.1% | -18.2% | +13.1% | -1.8% |
| YTD | +3.1% | -18.3% | +21.4% | +6.3% |
| 1Y | +4.8% | -12.2% | +16.9% | +6.2% |
| 3Y | -4.1% | -20.8% | +16.7% | -1.9% |
| 5Y | +3.0% | -42.6% | +45.5% | +11.4% |
| 10Y | +89.6% | -35.5% | +125.1% | +96.5% |
| All | +303.3% | -19.5% | +322.8% | +259.1% |
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