+126.3%
WFC vs PEP
-2.9%
+129.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.3% |
| 7D | +2.5% | +2.9% | -0.4% | +2.4% |
| 30D | +7.0% | +12.5% | -5.5% | +6.7% |
| 3M | -1.8% | +4.5% | -6.3% | -1.9% |
| 6M | +18.4% | -0.5% | +18.9% | +18.0% |
| YTD | -5.6% | +4.4% | -10.0% | -5.8% |
| 1Y | +3.9% | +4.4% | -0.5% | +3.6% |
| 3Y | +126.3% | -3.4% | +129.7% | +121.0% |
| All | +126.3% | -2.9% | +129.3% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling