+4.7%
PEP vs WWD
+198.3%
-193.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.7% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | +0.2% | -7.2% | +7.4% | +0.8% |
| 3M | -1.1% | -3.8% | +2.7% | -1.1% |
| 6M | -13.5% | -9.9% | -3.6% | -13.1% |
| YTD | -1.2% | +14.8% | -16.0% | -3.0% |
| 1Y | -1.6% | +42.1% | -43.6% | -5.3% |
| 3Y | -12.5% | +170.8% | -183.3% | -23.4% |
| All | +4.7% | +198.3% | -193.5% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling