+1,420.7%
PBR vs IWD
+726.5%
+694.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -13.3% | +1.6% | -14.9% | -15.5% |
| 30D | -27.7% | +3.6% | -31.3% | -31.7% |
| 3M | +2.7% | +2.0% | +0.6% | -1.1% |
| 6M | -6.7% | +13.1% | -19.8% | -22.8% |
| YTD | +60.9% | +26.2% | +34.8% | +13.0% |
| 1Y | +46.6% | +29.6% | +17.0% | -1.1% |
| 3Y | +69.1% | +84.3% | -15.3% | -32.6% |
| 5Y | +469.6% | +73.4% | +396.2% | +138.9% |
| 10Y | +523.4% | +202.4% | +320.9% | +30.8% |
| All | +1,420.7% | +726.5% | +694.3% | +32.3% |
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 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