+162.7%
PBF vs IWD
+29.1%
+133.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.0% |
| 7D | +2.4% | -0.2% | +2.5% | +2.3% |
| 30D | +24.9% | -0.8% | +25.7% | +24.5% |
| 3M | +81.9% | +8.0% | +73.8% | +87.2% |
| 6M | +79.4% | +18.2% | +61.2% | +85.9% |
| YTD | +188.3% | +22.3% | +166.0% | +184.3% |
| All | +162.7% | +29.1% | +133.6% | +143.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling