+76.6%
PEP vs WAT
+153.6%
-77.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +0.7% | -1.0% | +1.6% | +0.8% |
| 3M | -0.5% | +10.9% | -11.4% | -2.8% |
| 6M | -11.3% | +33.2% | -44.5% | -17.1% |
| YTD | -0.6% | +6.1% | -6.7% | -2.8% |
| 1Y | +1.7% | +30.2% | -28.6% | -5.3% |
| 3Y | -12.5% | +52.9% | -65.3% | -24.0% |
| 5Y | +3.9% | -5.1% | +9.0% | +0.8% |
| 10Y | +76.6% | +152.6% | -76.0% | +27.4% |
| All | +76.6% | +153.6% | -77.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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