+3.7%
PEP vs WETO
-99.3%
+103.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.4% | -7.6% | +3.8% |
| 7D | +7.4% | +3.6% | +3.8% | +7.4% |
| 30D | +13.3% | -17.2% | +30.6% | +13.3% |
| 3M | +3.5% | -83.7% | +87.2% | +3.8% |
| 6M | -5.9% | -98.3% | +92.3% | -6.4% |
| YTD | +2.3% | -99.0% | +101.2% | +2.9% |
| 1Y | +3.7% | -99.4% | +103.1% | +5.4% |
| All | +3.7% | -99.3% | +103.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling