+685.0%
PEP vs WCC
+1,713.7%
-1,028.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -1.0% |
| 7D | -1.4% | +4.5% | -5.9% | -1.8% |
| 30D | +0.2% | -5.8% | +6.0% | +0.7% |
| 3M | -1.1% | -3.7% | +2.5% | -1.2% |
| 6M | -13.5% | +23.1% | -36.5% | -15.7% |
| YTD | -1.2% | +44.2% | -45.3% | -5.1% |
| 1Y | -1.6% | +62.1% | -63.6% | -6.7% |
| 3Y | -12.5% | +121.1% | -133.6% | -21.1% |
| 5Y | +3.0% | +214.0% | -210.9% | -12.0% |
| 10Y | +73.9% | +472.8% | -398.9% | +32.8% |
| All | +685.0% | +1,713.7% | -1,028.7% | +394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling