+60.6%
PFE vs IWD
+207.5%
-146.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -3.7% | -0.5% | -3.2% | -3.4% |
| 30D | +5.0% | +2.7% | +2.3% | +3.2% |
| 3M | +12.2% | +0.9% | +11.3% | +11.6% |
| 6M | +14.6% | +10.5% | +4.0% | +7.1% |
| YTD | +24.1% | +23.7% | +0.4% | +7.7% |
| 1Y | +26.6% | +28.7% | -2.2% | +7.0% |
| 3Y | +14.3% | +79.7% | -65.4% | -22.4% |
| 5Y | -21.9% | +69.7% | -91.6% | -45.5% |
| All | +60.6% | +207.5% | -146.9% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling