+132.1%
WFC vs PEP
+76.2%
+55.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +0.8% | +0.7% | +0.2% | +0.5% |
| 3M | +9.3% | -0.5% | +9.8% | +9.2% |
| 6M | +10.6% | -11.3% | +21.9% | +16.3% |
| YTD | -4.1% | -0.6% | -3.5% | -5.0% |
| 1Y | +13.6% | +1.7% | +11.9% | +10.7% |
| 3Y | +130.7% | -12.5% | +143.2% | +137.2% |
| 5Y | +126.7% | +3.9% | +122.8% | +105.1% |
| 10Y | +132.1% | +76.6% | +55.6% | +78.8% |
| All | +132.1% | +76.2% | +55.9% | +78.8% |
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 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