+4.7%
PEP vs WCC
+216.1%
-211.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.8% |
| 7D | -1.4% | +4.5% | -5.9% | -1.5% |
| 30D | +0.2% | -5.8% | +6.0% | +0.4% |
| 3M | -1.1% | -3.7% | +2.5% | -1.0% |
| 6M | -13.5% | +23.1% | -36.5% | -14.4% |
| YTD | -1.2% | +44.2% | -45.3% | -2.9% |
| 1Y | -1.6% | +62.1% | -63.6% | -3.9% |
| 3Y | -12.5% | +121.1% | -133.6% | -17.2% |
| All | +4.7% | +216.1% | -211.3% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling