+569.0%
PEP vs IWF
+727.1%
-158.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | -1.1% | -2.6% | +1.5% | -0.5% |
| 6M | -13.5% | +9.1% | -22.6% | -17.1% |
| YTD | -1.2% | +4.5% | -5.7% | -3.8% |
| 1Y | -1.6% | +10.1% | -11.6% | -6.6% |
| 3Y | -12.5% | +77.6% | -90.2% | -34.2% |
| 5Y | +3.0% | +73.7% | -70.7% | -23.4% |
| 10Y | +73.9% | +411.5% | -337.6% | -21.0% |
| All | +569.0% | +727.1% | -158.1% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling