+69.6%
IWM vs PEP
-2.9%
+72.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.4% |
| 7D | +1.4% | +2.9% | -1.5% | +1.3% |
| 30D | +2.3% | +12.5% | -10.2% | +1.7% |
| 3M | -8.3% | +4.5% | -12.8% | -8.5% |
| 6M | -1.3% | -0.5% | -0.8% | -1.2% |
| YTD | +13.5% | +4.4% | +9.1% | +13.0% |
| 1Y | +18.4% | +4.4% | +14.0% | +17.8% |
| 3Y | +69.6% | -3.4% | +73.0% | +64.7% |
| All | +69.6% | -2.9% | +72.6% | +64.7% |
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 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