+252.3%
PBF vs IWD
+212.1%
+40.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | -0.2% |
| 7D | -7.4% | +1.3% | -8.6% | -9.8% |
| 30D | -17.5% | +3.6% | -21.0% | -22.9% |
| 3M | +13.1% | +2.3% | +10.8% | +7.6% |
| 6M | +72.6% | +13.0% | +59.6% | +34.9% |
| YTD | +161.2% | +26.2% | +135.0% | +61.6% |
| 1Y | +93.3% | +30.5% | +62.9% | +12.2% |
| 3Y | +80.7% | +86.2% | -5.5% | -47.1% |
| 5Y | +396.1% | +72.9% | +323.2% | +64.9% |
| 10Y | +252.3% | +205.0% | +47.2% | -57.1% |
| All | +252.3% | +212.1% | +40.2% | -57.1% |
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