+130.8%
WMT vs PEP
+2.5%
+128.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -0.2% | -1.7% | +1.4% | +0.4% |
| 30D | -5.8% | +0.3% | -6.1% | -6.0% |
| 3M | -10.8% | -3.2% | -7.5% | -9.7% |
| 6M | -14.3% | -13.6% | -0.8% | -9.6% |
| YTD | -4.4% | -1.9% | -2.5% | -3.6% |
| 1Y | +4.3% | -0.6% | +4.9% | +4.5% |
| 3Y | +100.1% | -13.6% | +113.7% | +111.1% |
| 5Y | +130.8% | +3.2% | +127.6% | +124.2% |
| All | +130.8% | +2.5% | +128.4% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling