+593.7%
PEP vs IWD
+731.9%
-138.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.6% |
| 7D | +6.7% | -0.9% | +7.6% | +7.2% |
| 30D | +13.5% | +2.6% | +10.9% | +11.9% |
| 3M | +3.9% | +1.2% | +2.7% | +3.2% |
| 6M | -6.0% | +12.1% | -18.1% | -11.7% |
| YTD | +2.5% | +24.1% | -21.7% | -8.9% |
| 1Y | +3.9% | +28.5% | -24.6% | -9.4% |
| 3Y | -4.7% | +79.5% | -84.1% | -31.1% |
| 5Y | +1.1% | +70.3% | -69.2% | -25.3% |
| 10Y | +83.8% | +212.5% | -128.7% | -2.6% |
| All | +593.7% | +731.9% | -138.3% | +105.0% |
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