+79.1%
PEP vs WCN
+235.4%
-156.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | -1.7% | -1.7% | 0.0% | -0.9% |
| 30D | +0.3% | -3.0% | +3.3% | +1.7% |
| 3M | -3.2% | +2.5% | -5.8% | -4.5% |
| 6M | -13.6% | -5.7% | -7.9% | -11.6% |
| YTD | -1.9% | -7.4% | +5.6% | +0.9% |
| 1Y | -0.6% | -8.6% | +8.0% | +2.6% |
| 3Y | -13.6% | +19.4% | -33.0% | -23.7% |
| 5Y | +3.2% | +27.2% | -24.0% | -13.5% |
| 10Y | +79.1% | +238.5% | -159.5% | -0.8% |
| All | +79.1% | +235.4% | -156.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling