+334.1%
PBF vs IWD
+195.2%
+138.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +4.8% |
| 7D | +2.4% | -0.2% | +2.5% | +2.6% |
| 30D | +24.9% | -0.8% | +25.7% | +26.6% |
| 3M | +81.9% | +8.0% | +73.8% | +56.0% |
| 6M | +79.4% | +18.2% | +61.2% | +26.2% |
| YTD | +188.3% | +22.3% | +166.0% | +89.8% |
| 1Y | +177.3% | +28.9% | +148.4% | +65.0% |
| 3Y | +56.0% | +71.5% | -15.5% | -46.5% |
| 5Y | +804.0% | +73.6% | +730.4% | +197.9% |
| 10Y | +334.1% | +194.7% | +139.4% | -40.5% |
| All | +334.1% | +195.2% | +138.9% | -40.5% |
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