+8,268.6%
WFC vs PEP
+3,314.9%
+4,953.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +0.9% | +4.6% | -3.8% | -1.1% |
| 30D | +3.3% | +14.0% | -10.7% | -2.5% |
| 3M | -1.4% | +5.4% | -6.8% | -3.9% |
| 6M | +14.7% | -5.1% | +19.8% | +16.6% |
| YTD | -5.9% | +3.1% | -9.0% | -8.3% |
| 1Y | +1.8% | +4.8% | -2.9% | -1.5% |
| 3Y | +124.9% | -4.1% | +129.0% | +120.7% |
| 5Y | +92.7% | +3.0% | +89.8% | +81.9% |
| 10Y | +118.2% | +89.6% | +28.6% | +57.4% |
| All | +8,268.6% | +3,314.9% | +4,953.8% | +1,736.7% |
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