+202.2%
IWD vs PFGC
+292.0%
-89.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -0.2% | -2.4% | +2.3% | +0.3% |
| 30D | -0.8% | -15.8% | +15.0% | +2.6% |
| 3M | +8.0% | -0.6% | +8.6% | +8.0% |
| 6M | +18.2% | +10.7% | +7.5% | +15.3% |
| YTD | +22.3% | +7.6% | +14.7% | +19.7% |
| 1Y | +28.9% | -7.8% | +36.7% | +30.0% |
| 3Y | +71.5% | +63.7% | +7.8% | +53.0% |
| 5Y | +73.6% | +112.3% | -38.7% | +44.8% |
| All | +202.2% | +292.0% | -89.8% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling