+134.0%
WFC vs PEP
+81.7%
+52.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.4% |
| 30D | +2.9% | +12.6% | -9.7% | -2.6% |
| 3M | -1.4% | +3.1% | -4.6% | -3.1% |
| 6M | +14.3% | -6.3% | +20.6% | +17.2% |
| YTD | -6.2% | +1.9% | -8.1% | -8.4% |
| 1Y | +1.6% | +3.3% | -1.7% | -1.6% |
| 3Y | +126.9% | -4.8% | +131.8% | +122.1% |
| 5Y | +94.0% | +2.0% | +91.9% | +78.2% |
| 10Y | +134.0% | +80.3% | +53.7% | +83.4% |
| All | +134.0% | +81.7% | +52.4% | +83.4% |
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