+50.7%
PFE vs IWD
+205.2%
-154.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | -3.0% | -0.6% | -2.4% | -2.6% |
| 30D | +5.2% | +3.6% | +1.6% | +2.8% |
| 3M | +12.2% | +2.7% | +9.6% | +10.3% |
| 6M | +17.8% | +13.2% | +4.6% | +8.5% |
| YTD | +26.2% | +26.8% | -0.6% | +7.8% |
| 1Y | +23.2% | +29.3% | -6.1% | +3.9% |
| 3Y | +21.3% | +85.1% | -63.9% | -19.1% |
| 5Y | -23.1% | +74.2% | -97.3% | -47.1% |
| 10Y | +50.7% | +204.6% | -153.9% | -24.5% |
| All | +50.7% | +205.2% | -154.5% | -24.5% |
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 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