+76.6%
PEP vs WCC
+509.2%
-432.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | +0.1% | +8.5% | -8.4% | -0.5% |
| 30D | +0.7% | -1.0% | +1.6% | +0.7% |
| 3M | -0.5% | +2.1% | -2.6% | -1.0% |
| 6M | -11.3% | +36.8% | -48.1% | -14.2% |
| YTD | -0.6% | +47.7% | -48.3% | -4.6% |
| 1Y | +1.7% | +66.5% | -64.9% | -3.8% |
| 3Y | -12.5% | +134.2% | -146.6% | -21.7% |
| 5Y | +3.9% | +231.6% | -227.7% | -13.2% |
| 10Y | +76.6% | +508.1% | -431.5% | +21.8% |
| All | +76.6% | +509.2% | -432.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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