+417.4%
WDC vs PEP
-4.0%
+421.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +4.2% |
| 7D | +1.7% | -2.4% | +4.2% | -0.6% |
| 30D | -10.0% | -0.8% | -9.1% | -10.4% |
| 3M | -18.8% | -2.2% | -16.6% | -18.2% |
| 6M | +79.0% | -14.4% | +93.4% | +72.0% |
| YTD | +171.6% | -2.2% | +173.8% | +183.2% |
| 1Y | +417.4% | -2.6% | +420.0% | +443.5% |
| All | +417.4% | -4.0% | +421.4% | +443.5% |
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