+3.3%
PEP vs WAB
+198.1%
-194.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.9% |
| 7D | +6.7% | -2.5% | +9.1% | +7.0% |
| 30D | +13.5% | -4.4% | +17.9% | +14.1% |
| 3M | +3.9% | -5.9% | +9.9% | +4.6% |
| 6M | -6.0% | +5.9% | -11.9% | -7.1% |
| YTD | +2.5% | +30.9% | -28.5% | -2.2% |
| 1Y | +3.9% | +35.8% | -31.9% | -1.4% |
| 3Y | -4.7% | +154.0% | -158.6% | -21.4% |
| All | +3.3% | +198.1% | -194.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling