+4.4%
PEP vs WCC
+139.9%
-135.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.3% |
| 7D | +2.9% | +9.9% | -7.0% | +2.8% |
| 30D | +12.5% | -8.4% | +21.0% | +12.6% |
| 3M | +4.5% | -10.3% | +14.9% | +4.6% |
| 6M | -0.5% | -10.5% | +10.0% | -0.4% |
| YTD | +4.4% | +32.2% | -27.8% | +2.6% |
| 1Y | +4.4% | +25.5% | -21.2% | +2.8% |
| 3Y | -3.4% | +134.7% | -138.1% | -9.5% |
| All | +4.4% | +139.9% | -135.5% | -3.7% |
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