-13.1%
PEP vs WCC
+131.2%
-144.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.6% |
| 7D | -1.4% | +4.5% | -5.9% | -1.4% |
| 30D | +0.2% | -5.8% | +6.0% | +0.2% |
| 3M | -1.1% | -3.7% | +2.5% | -0.9% |
| 6M | -13.5% | +23.1% | -36.5% | -13.8% |
| YTD | -1.2% | +44.2% | -45.3% | -1.6% |
| 1Y | -1.6% | +62.1% | -63.6% | -2.1% |
| All | -13.1% | +131.2% | -144.2% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling