+3,280.3%
PEP vs WEC
+4,455.0%
-1,174.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +6.7% | +3.2% | +3.4% | +5.4% |
| 30D | +13.5% | +14.7% | -1.1% | +7.6% |
| 3M | +3.9% | +10.2% | -6.3% | 0.0% |
| 6M | -6.0% | +4.5% | -10.5% | -7.7% |
| YTD | +2.5% | +15.1% | -12.6% | -3.2% |
| 1Y | +3.9% | +9.4% | -5.5% | +0.1% |
| 3Y | -4.7% | +56.9% | -61.6% | -20.7% |
| 5Y | +1.1% | +54.4% | -53.3% | -16.0% |
| 10Y | +83.8% | +183.5% | -99.6% | +23.2% |
| All | +3,280.3% | +4,455.0% | -1,174.8% | +757.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling