+3.9%
PEP vs IWF
+73.3%
-69.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.1% | +1.5% | -1.4% | -0.1% |
| 30D | +0.7% | -1.3% | +1.9% | +0.8% |
| 3M | -0.5% | +0.1% | -0.7% | -0.6% |
| 6M | -11.3% | +10.3% | -21.6% | -12.8% |
| YTD | -0.6% | +4.2% | -4.7% | -1.4% |
| 1Y | +1.7% | +9.3% | -7.7% | -0.2% |
| 3Y | -12.5% | +79.3% | -91.8% | -25.5% |
| 5Y | +3.9% | +73.8% | -69.9% | -14.0% |
| All | +3.9% | +73.3% | -69.4% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling