+80.3%
PEP vs IWD
+212.1%
-131.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.9% |
| 7D | +1.0% | +1.3% | -0.2% | +0.2% |
| 30D | +12.6% | +3.6% | +9.1% | +10.2% |
| 3M | +3.1% | +2.3% | +0.8% | +1.6% |
| 6M | -6.3% | +13.0% | -19.3% | -13.3% |
| YTD | +1.9% | +26.2% | -24.3% | -12.2% |
| 1Y | +3.3% | +30.5% | -27.2% | -12.9% |
| 3Y | -4.8% | +86.2% | -91.1% | -37.1% |
| 5Y | +2.0% | +72.9% | -70.8% | -29.7% |
| 10Y | +80.3% | +205.0% | -124.7% | -9.2% |
| All | +80.3% | +212.1% | -131.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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