+202.4%
IWD vs PFGC
+366.4%
-163.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.6% | +15.0% | -13.4% | -1.4% |
| 30D | +3.6% | +17.0% | -13.4% | +0.2% |
| 3M | +2.0% | -2.5% | +4.5% | +2.2% |
| 6M | +13.1% | +19.2% | -6.1% | +8.6% |
| YTD | +26.2% | +23.4% | +2.8% | +19.8% |
| 1Y | +29.6% | +13.9% | +15.7% | +25.0% |
| 3Y | +84.3% | +82.0% | +2.3% | +60.7% |
| 5Y | +73.4% | +128.7% | -55.2% | +42.2% |
| 10Y | +202.4% | +361.5% | -159.1% | +127.7% |
| All | +202.4% | +366.4% | -163.9% | +127.7% |
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