+3.2%
PEP vs ITW
+33.8%
-30.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.7% |
| 7D | -1.7% | -1.9% | +0.2% | -1.1% |
| 30D | +0.3% | -10.4% | +10.7% | +3.8% |
| 3M | -3.2% | +3.5% | -6.8% | -4.4% |
| 6M | -13.6% | -3.4% | -10.2% | -12.8% |
| YTD | -1.9% | +8.5% | -10.4% | -4.6% |
| 1Y | -0.6% | +3.2% | -3.8% | -2.0% |
| 3Y | -13.6% | +18.9% | -32.5% | -19.4% |
| 5Y | +3.2% | +35.0% | -31.8% | -9.2% |
| All | +3.2% | +33.8% | -30.6% | -9.2% |
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