+95.5%
PEP vs IWF
+383.8%
-288.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.6% |
| 7D | +2.9% | +2.8% | +0.1% | +1.9% |
| 30D | +12.5% | -7.5% | +20.1% | +15.3% |
| 3M | +4.5% | -8.5% | +13.0% | +7.4% |
| 6M | -0.5% | -7.4% | +6.9% | +1.4% |
| YTD | +4.4% | -2.6% | +7.1% | +4.0% |
| 1Y | +4.4% | -1.8% | +6.2% | +3.5% |
| 3Y | -3.4% | +65.5% | -68.9% | -27.2% |
| 5Y | +5.2% | +55.8% | -50.7% | -19.3% |
| All | +95.5% | +383.8% | -288.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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