+91.3%
PEP vs WEC
+195.2%
-104.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -0.7% | +0.4% | +0.1% |
| 30D | +11.8% | +11.0% | +0.8% | +5.8% |
| 3M | +3.7% | +8.6% | -4.9% | -0.9% |
| 6M | -4.3% | +6.2% | -10.5% | -7.5% |
| YTD | +2.1% | +14.3% | -12.1% | -5.1% |
| 1Y | +2.5% | +8.4% | -5.9% | -2.1% |
| 3Y | -5.0% | +62.9% | -67.9% | -27.7% |
| 5Y | +2.9% | +55.8% | -53.0% | -21.1% |
| All | +91.3% | +195.2% | -104.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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