+89.6%
PEP vs WWD
+460.9%
-371.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | +14.0% | -0.4% | +14.4% | +13.9% |
| 3M | +5.4% | -6.1% | +11.5% | +6.0% |
| 6M | -5.1% | -9.5% | +4.4% | -4.5% |
| YTD | +3.1% | +10.8% | -7.7% | +0.2% |
| 1Y | +4.8% | +23.5% | -18.8% | -0.1% |
| 3Y | -4.1% | +151.3% | -155.4% | -20.5% |
| 5Y | +3.0% | +187.8% | -184.9% | -18.1% |
| 10Y | +89.6% | +461.1% | -371.5% | +36.3% |
| All | +89.6% | +460.9% | -371.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling