+66.6%
WDC vs PEP
+3.6%
+63.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +10.2% |
| 7D | -14.4% | +1.0% | -15.5% | -13.2% |
| 30D | -27.1% | +12.6% | -39.7% | -17.1% |
| 3M | -33.3% | +3.1% | -36.4% | -29.9% |
| 6M | -39.6% | -6.3% | -33.3% | -36.9% |
| YTD | +68.4% | +1.9% | +66.5% | +80.9% |
| All | +66.6% | +3.6% | +63.0% | +76.1% |
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