+1,771.2%
PEP vs WWD
+13,645.4%
-11,874.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +0.9% |
| 7D | +6.7% | -2.6% | +9.2% | +6.9% |
| 30D | +13.5% | -7.7% | +21.3% | +14.4% |
| 3M | +3.9% | -17.7% | +21.7% | +6.1% |
| 6M | -6.0% | -15.9% | +9.9% | -4.6% |
| YTD | +2.5% | +1.8% | +0.7% | +1.3% |
| 1Y | +3.9% | +17.4% | -13.5% | +0.8% |
| 3Y | -4.7% | +137.1% | -141.8% | -16.3% |
| 5Y | +1.1% | +162.4% | -161.3% | -13.3% |
| 10Y | +83.8% | +452.5% | -368.7% | +39.7% |
| All | +1,771.2% | +13,645.4% | -11,874.3% | +1,146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling