+80.3%
PEP vs WEC
+178.6%
-98.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +12.6% | +12.9% | -0.3% | +5.6% |
| 3M | +3.1% | +9.8% | -6.6% | -1.9% |
| 6M | -6.3% | +6.7% | -13.0% | -9.6% |
| YTD | +1.9% | +14.0% | -12.1% | -5.2% |
| 1Y | +3.3% | +7.3% | -4.1% | -0.9% |
| 3Y | -4.8% | +63.8% | -68.6% | -27.8% |
| 5Y | +2.0% | +54.8% | -52.7% | -21.5% |
| 10Y | +80.3% | +185.7% | -105.4% | +0.4% |
| All | +80.3% | +178.6% | -98.3% | +0.4% |
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