-13.1%
PEP vs WAT
+50.1%
-63.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | +0.2% | +2.3% | -2.1% | -0.1% |
| 3M | -1.1% | +8.7% | -9.9% | -2.1% |
| 6M | -13.5% | +28.3% | -41.8% | -16.3% |
| YTD | -1.2% | +7.8% | -9.0% | -2.4% |
| 1Y | -1.6% | +36.6% | -38.2% | -6.0% |
| All | -13.1% | +50.1% | -63.2% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling