+75.7%
PEP vs ITW
+191.6%
-115.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -1.4% | -2.4% | +1.0% | -0.5% |
| 30D | -0.2% | -9.5% | +9.3% | +3.6% |
| 3M | -4.3% | +6.6% | -11.0% | -6.8% |
| 6M | -13.2% | -1.8% | -11.4% | -12.9% |
| YTD | -1.9% | +9.0% | -10.9% | -5.5% |
| 1Y | -0.3% | +3.6% | -3.9% | -2.3% |
| 3Y | -13.6% | +19.4% | -33.0% | -20.9% |
| 5Y | +3.4% | +36.4% | -33.0% | -12.1% |
| All | +75.7% | +191.6% | -115.9% | +18.0% |
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