+4.4%
PEP vs WAT
+28.6%
-24.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +12.5% | +5.4% | +7.1% | +11.6% |
| 3M | +4.5% | +11.3% | -6.8% | +2.9% |
| 6M | -0.5% | +37.4% | -37.9% | -5.0% |
| YTD | +4.4% | +21.2% | -16.8% | +1.0% |
| 1Y | +4.4% | +21.3% | -17.0% | +0.9% |
| 3Y | -3.4% | +83.4% | -86.8% | -14.3% |
| All | +4.4% | +28.6% | -24.2% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling