+421.1%
WMT vs PEP
+78.6%
+342.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.5% | -1.4% | -1.1% | -1.9% |
| 30D | -6.4% | -0.2% | -6.2% | -6.4% |
| 3M | -12.1% | -4.3% | -7.8% | -10.4% |
| 6M | -15.0% | -13.2% | -1.8% | -9.3% |
| YTD | -4.5% | -1.9% | -2.6% | -3.9% |
| 1Y | +6.2% | -0.3% | +6.5% | +5.7% |
| 3Y | +99.9% | -13.6% | +113.5% | +110.1% |
| 5Y | +131.4% | +3.4% | +128.1% | +119.7% |
| All | +421.1% | +78.6% | +342.5% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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