+46.2%
PFE vs IWF
+377.5%
-331.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -0.7% | -2.9% | +2.2% | +0.3% |
| 30D | +5.3% | -10.9% | +16.2% | +9.6% |
| 3M | +10.1% | -8.1% | +18.2% | +13.2% |
| 6M | +18.0% | -7.5% | +25.6% | +20.6% |
| YTD | +25.8% | -3.4% | +29.2% | +26.2% |
| 1Y | +28.4% | -5.0% | +33.4% | +29.6% |
| 3Y | +20.9% | +64.0% | -43.1% | -4.8% |
| 5Y | -21.5% | +56.8% | -78.3% | -38.1% |
| 10Y | +46.2% | +381.2% | -335.0% | -40.9% |
| All | +46.2% | +377.5% | -331.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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