+35.8%
PFE vs IWD
+197.9%
-162.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -0.8% |
| 7D | +1.8% | -0.3% | +2.0% | +1.9% |
| 30D | +10.2% | +0.6% | +9.6% | +9.8% |
| 3M | +12.7% | +7.2% | +5.5% | +7.5% |
| 6M | +10.5% | +16.2% | -5.7% | -0.1% |
| YTD | +20.2% | +23.3% | -3.2% | +4.3% |
| 1Y | +24.1% | +29.6% | -5.5% | +4.4% |
| 3Y | -3.6% | +70.5% | -74.0% | -32.4% |
| 5Y | -20.9% | +73.5% | -94.3% | -45.7% |
| All | +35.8% | +197.9% | -162.1% | -40.8% |
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