-8.3%
PEP vs WBD
+134.2%
-142.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | +3.0% | +26.7% | -23.8% | +1.7% |
| 3M | +0.3% | +91.1% | -90.8% | -3.8% |
| 6M | +10.6% | +164.8% | -154.2% | +3.4% |
| YTD | -3.2% | +114.5% | -117.7% | -9.0% |
| 1Y | -9.5% | +141.9% | -151.4% | -15.4% |
| All | -8.3% | +134.2% | -142.5% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling