+89.7%
PFE vs IWD
+731.9%
-642.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.3% | -1.1% |
| 7D | -0.2% | -0.9% | +0.7% | +0.4% |
| 30D | +8.7% | +2.6% | +6.0% | +6.7% |
| 3M | +15.8% | +1.2% | +14.5% | +14.8% |
| 6M | +16.8% | +12.1% | +4.7% | +7.5% |
| YTD | +26.2% | +24.1% | +2.0% | +7.9% |
| 1Y | +29.9% | +28.5% | +1.4% | +8.5% |
| 3Y | +15.9% | +79.5% | -63.6% | -24.0% |
| 5Y | -20.6% | +70.3% | -90.9% | -46.6% |
| 10Y | +65.4% | +212.5% | -147.2% | -30.4% |
| All | +89.7% | +731.9% | -642.3% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling