+76.6%
PEP vs WEC
+143.0%
-66.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.3% |
| 30D | +0.7% | +0.3% | +0.3% | +0.4% |
| 3M | -0.5% | -2.9% | +2.4% | +0.9% |
| 6M | -11.3% | -5.9% | -5.4% | -8.6% |
| YTD | -0.6% | +4.1% | -4.7% | -2.9% |
| 1Y | +1.7% | +3.1% | -1.5% | -0.4% |
| 3Y | -12.5% | +40.8% | -53.2% | -28.0% |
| 5Y | +3.9% | +31.7% | -27.8% | -12.7% |
| 10Y | +76.6% | +141.1% | -64.5% | +8.9% |
| All | +76.6% | +143.0% | -66.5% | +8.9% |
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