+1,319.8%
PEP vs WAB
+4,027.3%
-2,707.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| YTD | +2.5% | +30.9% | -28.5% | -1.6% |
| 1Y | +3.9% | +35.8% | -31.9% | -0.7% |
| 3Y | -4.7% | +154.0% | -158.6% | -16.9% |
| 5Y | +1.1% | +203.9% | -202.8% | -14.6% |
| 10Y | +83.8% | +286.7% | -202.9% | +44.8% |
| All | +1,319.8% | +4,027.3% | -2,707.5% | +699.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling