+72.9%
IWD vs PFG
+101.8%
-28.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.3% |
| 7D | +1.3% | +2.3% | -1.0% | +0.3% |
| 30D | +3.6% | +7.6% | -4.0% | +0.4% |
| 3M | +2.3% | +2.5% | -0.2% | +1.0% |
| 6M | +13.0% | +16.6% | -3.6% | +5.2% |
| YTD | +26.2% | +34.1% | -7.9% | +10.1% |
| 1Y | +30.5% | +44.1% | -13.6% | +10.2% |
| 3Y | +86.2% | +86.3% | -0.1% | +37.8% |
| 5Y | +72.9% | +101.6% | -28.7% | +19.8% |
| All | +72.9% | +101.8% | -28.9% | +19.8% |
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