+205.0%
IWD vs PFG
+203.0%
+2.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.3% |
| 7D | +1.3% | +2.3% | -1.0% | +0.2% |
| 30D | +3.6% | +7.6% | -4.0% | +0.3% |
| 3M | +2.3% | +2.5% | -0.2% | +0.9% |
| 6M | +13.0% | +16.6% | -3.6% | +5.0% |
| YTD | +26.2% | +34.1% | -7.9% | +9.8% |
| 1Y | +30.5% | +44.1% | -13.6% | +9.9% |
| 3Y | +86.2% | +86.3% | -0.1% | +37.7% |
| 5Y | +72.9% | +101.6% | -28.7% | +20.8% |
| 10Y | +205.0% | +197.9% | +7.2% | +63.9% |
| All | +205.0% | +203.0% | +2.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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