+79.1%
PEP vs WWD
+479.8%
-400.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | +0.3% | -5.1% | +5.4% | +1.0% |
| 3M | -3.2% | -11.2% | +8.0% | -1.9% |
| 6M | -13.6% | -12.0% | -1.5% | -12.6% |
| YTD | -1.9% | +12.0% | -13.8% | -4.5% |
| 1Y | -0.6% | +42.8% | -43.4% | -7.3% |
| 3Y | -13.6% | +168.9% | -182.5% | -29.0% |
| 5Y | +3.2% | +192.2% | -189.0% | -17.9% |
| 10Y | +79.1% | +495.3% | -416.2% | +26.6% |
| All | +79.1% | +479.8% | -400.7% | +26.6% |
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