+200.5%
IWD vs PFGC
+287.3%
-86.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.2% | -3.7% | +2.5% | -0.4% |
| 30D | -1.6% | -16.0% | +14.3% | +1.8% |
| 3M | +7.0% | -4.1% | +11.1% | +7.7% |
| 6M | +17.0% | +8.7% | +8.3% | +14.6% |
| YTD | +21.6% | +6.4% | +15.3% | +19.3% |
| 1Y | +28.0% | -8.4% | +36.4% | +29.2% |
| 3Y | +70.6% | +61.8% | +8.8% | +52.5% |
| 5Y | +73.3% | +108.7% | -35.4% | +45.0% |
| 10Y | +200.5% | +298.1% | -97.6% | +130.1% |
| All | +200.5% | +287.3% | -86.8% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling