-3.6%
PEP vs WETO
-99.4%
+95.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -1.3% |
| 7D | -1.7% | -38.7% | +37.0% | -1.9% |
| 30D | +0.3% | -51.3% | +51.6% | +1.0% |
| 3M | -3.2% | -97.8% | +94.6% | -3.7% |
| 6M | -13.6% | -94.8% | +81.2% | -13.4% |
| YTD | -1.9% | -97.2% | +95.3% | -1.6% |
| 1Y | -0.6% | -98.9% | +98.3% | -0.3% |
| All | -3.6% | -99.4% | +95.8% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling