+569.0%
PEP vs IWD
+726.5%
-157.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | +0.2% | +0.6% | -0.4% | -0.1% |
| 3M | -1.1% | +7.2% | -8.3% | -4.8% |
| 6M | -13.5% | +16.2% | -29.7% | -20.3% |
| YTD | -1.2% | +23.3% | -24.5% | -11.9% |
| 1Y | -1.6% | +29.6% | -31.1% | -14.6% |
| 3Y | -12.5% | +70.5% | -83.0% | -35.0% |
| 5Y | +3.0% | +73.5% | -70.4% | -24.7% |
| 10Y | +73.9% | +198.3% | -124.4% | -5.7% |
| All | +569.0% | +726.5% | -157.5% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling