+8,627.7%
WFC vs PEP
+3,172.7%
+5,455.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.2% |
| 7D | +3.8% | -1.4% | +5.2% | +4.4% |
| 30D | +1.5% | +0.2% | +1.2% | +1.3% |
| 3M | +10.9% | -1.1% | +12.0% | +11.1% |
| 6M | +8.4% | -13.5% | +21.9% | +14.8% |
| YTD | -1.9% | -1.2% | -0.7% | -2.3% |
| 1Y | +12.3% | -1.6% | +13.9% | +11.6% |
| 3Y | +132.3% | -12.5% | +144.8% | +137.6% |
| 5Y | +130.1% | +3.0% | +127.0% | +117.1% |
| 10Y | +134.4% | +73.9% | +60.5% | +75.4% |
| All | +8,627.7% | +3,172.7% | +5,455.0% | +1,855.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling