-4.1%
PEP vs WCN
+48.9%
-53.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +4.6% | +2.6% | +2.0% | +3.9% |
| 30D | +14.0% | +25.3% | -11.3% | +7.4% |
| 3M | +5.4% | +15.2% | -9.8% | +1.5% |
| 6M | -5.1% | +26.4% | -31.6% | -10.6% |
| YTD | +3.1% | +9.9% | -6.8% | +0.2% |
| 1Y | +4.8% | +16.2% | -11.4% | +0.2% |
| 3Y | -4.1% | +49.4% | -53.5% | -13.8% |
| All | -4.1% | +48.9% | -53.0% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling