+2.9%
PEP vs ITW
+37.5%
-34.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +11.8% | +7.7% | +4.1% | +9.1% |
| 3M | +3.7% | -1.3% | +5.0% | +4.0% |
| 6M | -4.3% | +15.5% | -19.8% | -8.8% |
| YTD | +2.1% | +18.6% | -16.5% | -3.6% |
| 1Y | +2.5% | +19.8% | -17.3% | -3.6% |
| 3Y | -5.0% | +32.5% | -37.5% | -14.5% |
| 5Y | +2.9% | +35.3% | -32.5% | -9.6% |
| All | +2.9% | +37.5% | -34.6% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling