+3.7%
PEP vs WAB
+46.5%
-42.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.7% |
| 7D | +7.4% | +4.5% | +2.8% | +7.3% |
| 30D | +13.3% | +1.1% | +12.3% | +13.4% |
| 3M | +3.5% | -1.3% | +4.7% | +3.5% |
| 6M | -5.9% | +12.7% | -18.7% | -6.7% |
| YTD | +2.3% | +38.7% | -36.4% | -0.4% |
| 1Y | +3.7% | +44.9% | -41.2% | +1.1% |
| All | +3.7% | +46.5% | -42.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling