+75.7%
PEP vs IWF
+418.7%
-343.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -1.4% | -1.7% | +0.3% | -0.7% |
| 30D | -0.2% | -1.8% | +1.6% | +0.4% |
| 3M | -4.3% | +1.5% | -5.8% | -5.2% |
| 6M | -13.2% | +7.7% | -20.9% | -16.3% |
| YTD | -1.9% | +2.7% | -4.6% | -3.7% |
| 1Y | -0.3% | +6.8% | -7.1% | -4.1% |
| 3Y | -13.6% | +76.9% | -90.5% | -36.4% |
| 5Y | +3.4% | +73.4% | -70.0% | -24.6% |
| All | +75.7% | +418.7% | -343.0% | -34.9% |
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