+1.7%
PEP vs WAB
+47.5%
-45.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +0.7% | -2.4% | +3.1% | +0.6% |
| 3M | -0.5% | +9.7% | -10.2% | -0.6% |
| 6M | -11.3% | +16.5% | -27.8% | -11.0% |
| YTD | -0.6% | +33.7% | -34.3% | +1.7% |
| 1Y | +1.7% | +49.7% | -48.0% | +7.2% |
| All | +1.7% | +47.5% | -45.9% | +7.2% |
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