+23.2%
PFE vs IWD
+30.1%
-6.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | -3.0% | -0.6% | -2.4% | -2.5% |
| 30D | +5.2% | +3.6% | +1.6% | +2.9% |
| 3M | +12.2% | +2.7% | +9.6% | +10.5% |
| 6M | +17.8% | +13.2% | +4.6% | +8.6% |
| YTD | +26.2% | +26.8% | -0.6% | +3.9% |
| 1Y | +23.2% | +29.3% | -6.1% | -1.2% |
| All | +23.2% | +30.1% | -6.9% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling