+289.8%
PBF vs IWD
+377.1%
-87.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.0% |
| 7D | -13.8% | -0.5% | -13.3% | -13.4% |
| 30D | -19.6% | +2.7% | -22.3% | -23.5% |
| 3M | +10.3% | +0.9% | +9.4% | +7.8% |
| 6M | +63.4% | +10.5% | +52.9% | +34.3% |
| YTD | +152.6% | +23.7% | +128.9% | +65.8% |
| 1Y | +87.4% | +28.7% | +58.6% | +14.4% |
| 3Y | +63.3% | +79.7% | -16.5% | -45.1% |
| 5Y | +412.5% | +69.7% | +342.8% | +89.0% |
| 10Y | +282.5% | +211.4% | +71.1% | -36.7% |
| All | +289.8% | +377.1% | -87.2% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling