+80.3%
PEP vs WAB
+305.5%
-225.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.8% | -0.4% |
| 7D | +1.0% | +4.0% | -2.9% | +0.4% |
| 30D | +12.6% | +4.5% | +8.2% | +11.8% |
| 3M | +3.1% | +2.3% | +0.9% | +2.6% |
| 6M | -6.3% | +12.5% | -18.8% | -8.4% |
| YTD | +1.9% | +40.2% | -38.3% | -4.1% |
| 1Y | +3.3% | +45.2% | -41.9% | -3.4% |
| 3Y | -4.8% | +171.8% | -176.7% | -21.0% |
| 5Y | +2.0% | +217.6% | -215.6% | -18.4% |
| 10Y | +80.3% | +285.3% | -205.0% | +28.9% |
| All | +80.3% | +305.5% | -225.1% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling