+255.2%
PBF vs IWD
+205.2%
+49.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.0% |
| 7D | -4.0% | -0.6% | -3.4% | -2.8% |
| 30D | -18.0% | +3.6% | -21.6% | -23.4% |
| 3M | +0.9% | +2.7% | -1.7% | -4.5% |
| 6M | +65.7% | +13.2% | +52.5% | +29.1% |
| YTD | +161.9% | +26.8% | +135.1% | +60.7% |
| 1Y | +77.8% | +29.3% | +48.5% | +5.0% |
| 3Y | +74.9% | +85.1% | -10.3% | -48.2% |
| 5Y | +423.4% | +74.2% | +349.2% | +71.2% |
| 10Y | +255.2% | +204.6% | +50.6% | -58.9% |
| All | +255.2% | +205.2% | +49.9% | -58.9% |
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