+709.2%
PEP vs WCC
+1,535.5%
-826.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | -0.3% |
| 7D | +1.0% | -5.7% | +6.7% | +1.4% |
| 30D | +12.6% | -13.5% | +26.1% | +13.7% |
| 3M | +3.1% | -12.9% | +16.0% | +3.9% |
| 6M | -6.3% | -10.7% | +4.4% | -6.2% |
| YTD | +1.9% | +30.0% | -28.1% | -1.7% |
| 1Y | +3.3% | +24.7% | -21.4% | -0.1% |
| 3Y | -4.8% | +136.6% | -141.4% | -15.1% |
| 5Y | +2.0% | +143.9% | -141.9% | -11.0% |
| 10Y | +80.3% | +465.9% | -385.6% | +37.3% |
| All | +709.2% | +1,535.5% | -826.3% | +412.1% |
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