+89.6%
PEP vs IWF
+377.5%
-287.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | +4.6% | -2.9% | +7.5% | +5.6% |
| 30D | +14.0% | -10.9% | +24.9% | +18.4% |
| 3M | +5.4% | -8.1% | +13.5% | +8.1% |
| 6M | -5.1% | -7.5% | +2.4% | -3.3% |
| YTD | +3.1% | -3.4% | +6.5% | +2.9% |
| 1Y | +4.8% | -5.0% | +9.8% | +5.2% |
| 3Y | -4.1% | +64.0% | -68.1% | -27.5% |
| 5Y | +3.0% | +56.8% | -53.8% | -21.4% |
| 10Y | +89.6% | +381.2% | -291.6% | -29.5% |
| All | +89.6% | +377.5% | -287.9% | -29.5% |
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