+13.3%
IWM vs PBF
+85.9%
-72.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.0% |
| 7D | -2.0% | -13.8% | +11.7% | -2.3% |
| 30D | -1.5% | -19.6% | +18.2% | -1.9% |
| 3M | -8.0% | +10.3% | -18.3% | -7.5% |
| 6M | -4.1% | +63.4% | -67.5% | -2.1% |
| YTD | +11.9% | +152.6% | -140.7% | +9.4% |
| All | +13.3% | +85.9% | -72.6% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling