+3,301.6%
PEP vs WY
+606.3%
+2,695.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.7% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | +14.0% | +8.0% | +6.0% | +12.0% |
| 3M | +5.4% | -17.7% | +23.1% | +9.8% |
| 6M | -5.1% | -10.8% | +5.6% | -3.1% |
| YTD | +3.1% | -10.6% | +13.7% | +5.1% |
| 1Y | +4.8% | -5.7% | +10.5% | +5.5% |
| 3Y | -4.1% | -24.8% | +20.7% | +0.4% |
| 5Y | +3.0% | -31.7% | +34.7% | +8.8% |
| 10Y | +89.6% | +2.9% | +86.7% | +74.0% |
| All | +3,301.6% | +606.3% | +2,695.3% | +1,381.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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