+10,793.7%
WMT vs PEP
+3,358.4%
+7,435.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.6% |
| 7D | +2.0% | +2.9% | -0.9% | +0.9% |
| 30D | +10.3% | +12.5% | -2.2% | +5.4% |
| 3M | +11.0% | +4.5% | +6.4% | +9.0% |
| 6M | -2.3% | -0.5% | -1.8% | -2.3% |
| YTD | +15.7% | +4.4% | +11.3% | +13.5% |
| 1Y | +26.0% | +4.4% | +21.6% | +23.5% |
| 3Y | +136.5% | -3.4% | +139.9% | +135.5% |
| 5Y | +176.8% | +5.2% | +171.7% | +166.0% |
| 10Y | +537.5% | +92.1% | +445.4% | +381.9% |
| All | +10,793.7% | +3,358.4% | +7,435.3% | +1,895.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling