+113.2%
WDC vs PEP
+2.4%
+110.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.8% | -10.5% | -2.9% |
| 7D | -18.3% | +7.4% | -25.7% | -11.6% |
| 30D | -26.7% | +13.3% | -40.0% | -16.0% |
| 3M | -40.9% | +3.5% | -44.4% | -37.8% |
| 6M | -26.8% | -5.9% | -20.8% | -23.3% |
| YTD | +88.2% | +2.3% | +85.9% | +104.6% |
| 1Y | +113.2% | +3.7% | +109.5% | +128.8% |
| All | +113.2% | +2.4% | +110.8% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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