+718.6%
PBF vs IWD
+73.6%
+645.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.5% |
| 7D | +4.3% | -0.3% | +4.6% | +4.6% |
| 30D | +22.0% | +0.6% | +21.4% | +21.1% |
| 3M | +74.5% | +7.2% | +67.3% | +59.1% |
| 6M | +67.7% | +16.2% | +51.5% | +35.4% |
| YTD | +179.2% | +23.3% | +155.8% | +107.3% |
| 1Y | +170.0% | +29.6% | +140.4% | +87.0% |
| 3Y | +66.4% | +70.5% | -4.1% | -19.1% |
| All | +718.6% | +73.6% | +645.0% | +293.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling