+1,711.0%
PAAS vs IWF
+727.1%
+984.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +6.8% | -0.4% | +7.2% | +7.0% |
| 3M | -2.9% | -2.6% | -0.3% | -1.3% |
| 6M | -16.4% | +9.1% | -25.6% | -19.7% |
| YTD | 0.0% | +4.5% | -4.5% | -1.6% |
| 1Y | +54.3% | +10.1% | +44.2% | +48.0% |
| 3Y | +230.7% | +77.6% | +153.0% | +145.2% |
| 5Y | +111.6% | +73.7% | +37.9% | +56.4% |
| 10Y | +211.7% | +411.5% | -199.8% | +31.9% |
| All | +1,711.0% | +727.1% | +984.0% | +428.9% |
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