+330.8%
PBF vs IWD
+375.6%
-44.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.1% |
| 7D | +4.3% | -0.3% | +4.6% | +4.7% |
| 30D | +22.0% | +0.6% | +21.4% | +20.7% |
| 3M | +74.5% | +7.2% | +67.3% | +52.9% |
| 6M | +67.7% | +16.2% | +51.5% | +24.1% |
| YTD | +179.2% | +23.3% | +155.8% | +85.5% |
| 1Y | +170.0% | +29.6% | +140.4% | +64.0% |
| 3Y | +66.4% | +70.5% | -4.1% | -38.1% |
| 5Y | +764.5% | +73.5% | +691.0% | +209.3% |
| 10Y | +358.5% | +198.3% | +160.2% | -18.7% |
| All | +330.8% | +375.6% | -44.9% | -56.0% |
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