+584.9%
WDC vs PEP
+2.8%
+582.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +9.9% |
| 7D | -14.4% | +1.0% | -15.5% | -14.1% |
| 30D | -27.1% | +12.6% | -39.7% | -25.1% |
| 3M | -33.3% | +3.1% | -36.4% | -32.4% |
| 6M | -39.6% | -6.3% | -33.3% | -38.7% |
| YTD | +68.4% | +1.9% | +66.5% | +70.4% |
| 1Y | +78.2% | +3.3% | +74.9% | +80.2% |
| 3Y | +772.0% | -4.8% | +776.9% | +765.4% |
| 5Y | +584.9% | +2.0% | +582.9% | +534.8% |
| All | +584.9% | +2.8% | +582.1% | +534.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling