+91.3%
PEP vs WAB
+269.8%
-178.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | +7.9% | -8.2% | -1.5% |
| 30D | +11.8% | +4.9% | +6.9% | +10.8% |
| 3M | +3.7% | +1.8% | +1.9% | +3.2% |
| 6M | -4.3% | +12.0% | -16.3% | -6.4% |
| YTD | +2.1% | +41.3% | -39.1% | -4.0% |
| 1Y | +2.5% | +43.8% | -41.3% | -4.0% |
| 3Y | -5.0% | +171.1% | -176.1% | -21.3% |
| 5Y | +2.9% | +217.7% | -214.9% | -18.0% |
| All | +91.3% | +269.8% | -178.5% | +34.8% |
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