+81.9%
PEP vs IWD
+208.6%
-126.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.8% |
| 7D | +6.7% | -0.9% | +7.6% | +7.2% |
| 30D | +13.5% | +2.6% | +10.9% | +11.7% |
| 3M | +3.9% | +1.2% | +2.7% | +3.1% |
| 6M | -6.0% | +12.1% | -18.1% | -12.6% |
| YTD | +2.5% | +24.1% | -21.7% | -10.7% |
| 1Y | +3.9% | +28.5% | -24.6% | -11.5% |
| 3Y | -4.7% | +79.5% | -84.1% | -35.4% |
| 5Y | +1.1% | +70.3% | -69.2% | -29.6% |
| All | +81.9% | +208.6% | -126.7% | -2.6% |
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