+80.1%
PEP vs IWD
+207.5%
-127.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.2% |
| 30D | +14.2% | +2.7% | +11.6% | +12.4% |
| 3M | +3.2% | +0.9% | +2.3% | +2.6% |
| 6M | -7.4% | +10.5% | -18.0% | -13.2% |
| YTD | +1.5% | +23.7% | -22.2% | -11.4% |
| 1Y | +3.9% | +28.7% | -24.9% | -11.6% |
| 3Y | -5.5% | +79.7% | -85.2% | -36.0% |
| 5Y | +0.1% | +69.7% | -69.6% | -30.2% |
| All | +80.1% | +207.5% | -127.4% | -3.4% |
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