+74.9%
IWD vs PFG
+110.8%
-35.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | 0.0% |
| 7D | -0.3% | +5.5% | -5.8% | -2.6% |
| 30D | +0.6% | +2.4% | -1.8% | -0.5% |
| 3M | +7.2% | +13.6% | -6.4% | +1.2% |
| 6M | +16.2% | +27.9% | -11.7% | +4.0% |
| YTD | +23.3% | +35.6% | -12.2% | +7.3% |
| 1Y | +29.6% | +48.5% | -18.9% | +8.0% |
| 3Y | +70.5% | +66.9% | +3.6% | +32.7% |
| All | +74.9% | +110.8% | -35.9% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling