+1,309.1%
WDC vs PEP
+75.7%
+1,233.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +7.5% | -1.7% | +9.2% | +8.1% |
| 30D | +10.1% | +0.3% | +9.8% | +9.7% |
| 3M | -6.8% | -3.2% | -3.6% | -7.0% |
| 6M | +84.1% | -13.6% | +97.7% | +92.0% |
| YTD | +180.3% | -1.9% | +182.1% | +174.4% |
| 1Y | +411.1% | -0.6% | +411.7% | +393.2% |
| 3Y | +1,375.0% | -13.6% | +1,388.6% | +1,380.2% |
| 5Y | +991.6% | +3.2% | +988.3% | +841.9% |
| 10Y | +1,309.1% | +79.1% | +1,230.0% | +773.0% |
| All | +1,309.1% | +75.7% | +1,233.3% | +773.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling