+17.8%
PFE vs IWD
+84.1%
-66.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.9% |
| 7D | -4.7% | +1.3% | -5.9% | -5.5% |
| 30D | +3.4% | +3.6% | -0.2% | +0.9% |
| 3M | +9.2% | +2.3% | +6.9% | +7.5% |
| 6M | +15.8% | +13.0% | +2.8% | +6.1% |
| YTD | +23.4% | +26.2% | -2.7% | +4.3% |
| 1Y | +25.8% | +30.5% | -4.6% | +3.8% |
| 3Y | +17.8% | +86.2% | -68.4% | -14.6% |
| All | +17.8% | +84.1% | -66.2% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling