+250.9%
PBF vs IWD
+203.0%
+47.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.1% |
| 7D | +6.5% | +2.3% | +4.2% | +2.3% |
| 30D | -20.0% | +3.6% | -23.6% | -25.3% |
| 3M | -3.3% | +2.2% | -5.5% | -7.8% |
| 6M | +76.8% | +13.0% | +63.8% | +38.3% |
| YTD | +168.9% | +26.5% | +142.4% | +65.6% |
| 1Y | +96.4% | +30.1% | +66.2% | +14.4% |
| 3Y | +77.2% | +84.9% | -7.7% | -47.4% |
| 5Y | +417.7% | +73.4% | +344.4% | +71.1% |
| All | +250.9% | +203.0% | +47.9% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling