+95.5%
PEP vs ITW
+192.7%
-97.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.1% |
| 7D | +2.9% | +2.3% | +0.6% | +2.0% |
| 30D | +12.5% | +6.7% | +5.8% | +9.7% |
| 3M | +4.5% | -0.5% | +5.1% | +4.7% |
| 6M | -0.5% | +16.4% | -16.9% | -6.4% |
| YTD | +4.4% | +19.0% | -14.5% | -2.9% |
| 1Y | +4.4% | +20.2% | -15.9% | -3.4% |
| 3Y | -3.4% | +33.1% | -36.5% | -15.2% |
| 5Y | +5.2% | +35.7% | -30.5% | -10.2% |
| All | +95.5% | +192.7% | -97.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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