+589.6%
PEP vs IWF
+671.5%
-81.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.8% |
| 7D | +1.0% | -1.0% | +2.1% | +1.3% |
| 30D | +12.6% | -10.1% | +22.7% | +17.0% |
| 3M | +3.1% | -7.6% | +10.8% | +5.9% |
| 6M | -6.3% | -6.7% | +0.5% | -4.6% |
| YTD | +1.9% | -2.5% | +4.4% | +1.4% |
| 1Y | +3.3% | -2.1% | +5.3% | +2.5% |
| 3Y | -4.8% | +68.6% | -73.5% | -27.3% |
| 5Y | +2.0% | +55.8% | -53.8% | -20.9% |
| 10Y | +80.3% | +383.3% | -302.9% | -16.6% |
| All | +589.6% | +671.5% | -81.8% | +93.4% |
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