+200.5%
IWD vs PFG
+239.8%
-39.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -1.2% | +3.2% | -4.4% | -2.7% |
| 30D | -1.6% | +0.9% | -2.6% | -2.2% |
| 3M | +7.0% | +7.7% | -0.7% | +3.2% |
| 6M | +17.0% | +29.0% | -12.0% | +4.0% |
| YTD | +21.6% | +32.5% | -10.8% | +6.6% |
| 1Y | +28.0% | +47.3% | -19.3% | +6.7% |
| 3Y | +70.6% | +68.2% | +2.3% | +32.0% |
| 5Y | +73.3% | +108.5% | -35.1% | +19.3% |
| 10Y | +200.5% | +241.4% | -40.9% | +48.2% |
| All | +200.5% | +239.8% | -39.3% | +48.2% |
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