+836.5%
PM vs IWF
+1,000.8%
-164.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | 0.0% |
| 7D | -7.1% | -1.1% | -6.0% | -6.7% |
| 30D | -2.8% | -8.3% | +5.5% | +1.0% |
| 3M | +6.3% | -5.6% | +11.9% | +8.7% |
| 6M | +9.6% | -5.4% | +15.1% | +11.3% |
| YTD | +25.6% | -1.2% | +26.8% | +24.2% |
| 1Y | +29.7% | -2.7% | +32.3% | +29.0% |
| 3Y | +147.6% | +67.8% | +79.8% | +76.6% |
| 5Y | +160.1% | +60.1% | +100.0% | +85.0% |
| 10Y | +260.9% | +392.2% | -131.3% | +17.3% |
| All | +836.5% | +1,000.8% | -164.3% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling