+75.7%
PEP vs WBD
+15.6%
+60.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -0.2% | +4.2% | -4.4% | -0.5% |
| 3M | -4.3% | +7.5% | -11.8% | -4.8% |
| 6M | -13.2% | +1.6% | -14.8% | -13.3% |
| YTD | -1.9% | -2.2% | +0.3% | -1.8% |
| 1Y | -0.3% | +124.9% | -125.2% | -6.6% |
| 3Y | -13.6% | +149.1% | -162.7% | -21.4% |
| 5Y | +3.4% | +7.8% | -4.5% | -1.1% |
| All | +75.7% | +15.6% | +60.1% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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