+35.3%
PFE vs IWF
+414.9%
-379.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -2.7% | +1.5% | -4.2% | -3.2% |
| 30D | +3.8% | -1.3% | +5.1% | +4.3% |
| 3M | +10.4% | +0.1% | +10.2% | +10.0% |
| 6M | +6.3% | +10.3% | -4.0% | +1.8% |
| YTD | +17.4% | +4.2% | +13.2% | +14.9% |
| 1Y | +21.1% | +9.3% | +11.8% | +16.2% |
| 3Y | -1.6% | +79.3% | -80.9% | -25.1% |
| 5Y | -22.2% | +73.8% | -95.9% | -41.2% |
| All | +35.3% | +414.9% | -379.6% | -52.6% |
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