+69.6%
IWM vs PBF
+80.0%
-10.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.4% | +6.5% | -5.0% | +0.8% |
| 30D | +2.3% | -20.0% | +22.3% | +4.1% |
| 3M | -8.3% | -3.3% | -5.0% | -8.5% |
| 6M | -1.3% | +76.8% | -78.1% | -7.9% |
| YTD | +13.5% | +168.9% | -155.4% | -2.6% |
| 1Y | +18.4% | +96.4% | -78.0% | +6.8% |
| 3Y | +69.6% | +77.2% | -7.6% | +43.8% |
| All | +69.6% | +80.0% | -10.4% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling