+331.5%
IWM vs PBF
+303.9%
+27.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +0.1% | +4.3% | -4.2% | -0.6% |
| 30D | -1.3% | +22.0% | -23.2% | -4.5% |
| 3M | +1.6% | +74.5% | -72.9% | -7.9% |
| 6M | +13.6% | +67.7% | -54.1% | +2.2% |
| YTD | +20.8% | +179.2% | -158.4% | -0.8% |
| 1Y | +26.4% | +170.0% | -143.6% | +3.4% |
| 3Y | +60.7% | +66.4% | -5.7% | +37.4% |
| 5Y | +38.2% | +764.5% | -726.3% | -16.7% |
| 10Y | +169.5% | +358.5% | -189.0% | +50.9% |
| All | +331.5% | +303.9% | +27.6% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling