+3.3%
PEP vs WAB
+229.2%
-225.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.4% | -3.2% | +1.8% | -1.0% |
| 30D | +0.2% | -4.4% | +4.7% | +0.8% |
| 3M | -1.1% | +7.9% | -9.0% | -2.4% |
| 6M | -13.5% | +8.7% | -22.2% | -14.8% |
| YTD | -1.2% | +33.0% | -34.2% | -5.7% |
| 1Y | -1.6% | +46.7% | -48.2% | -7.6% |
| 3Y | -12.5% | +153.0% | -165.5% | -27.5% |
| All | +3.3% | +229.2% | -225.9% | -19.7% |
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