+3,159.9%
PEP vs ITW
+9,591.0%
-6,431.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.4% | -3.6% | +2.2% | -0.3% |
| 30D | +0.2% | -9.1% | +9.4% | +3.1% |
| 3M | -1.1% | +8.2% | -9.3% | -3.5% |
| 6M | -13.5% | -4.8% | -8.7% | -12.5% |
| YTD | -1.2% | +11.0% | -12.2% | -4.5% |
| 1Y | -1.6% | +4.2% | -5.8% | -3.2% |
| 3Y | -12.5% | +17.3% | -29.8% | -17.6% |
| 5Y | +3.0% | +33.0% | -30.0% | -7.5% |
| 10Y | +73.9% | +182.3% | -108.4% | +23.6% |
| All | +3,159.9% | +9,591.0% | -6,431.1% | +646.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling