+74.9%
IWD vs PFGC
+111.4%
-36.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.3% | -2.2% | +1.9% | +0.3% |
| 30D | +0.6% | -11.9% | +12.5% | +3.8% |
| 3M | +7.2% | +5.0% | +2.2% | +5.5% |
| 6M | +16.2% | +8.6% | +7.6% | +13.0% |
| YTD | +23.3% | +9.7% | +13.6% | +19.0% |
| 1Y | +29.6% | -6.3% | +35.9% | +30.5% |
| 3Y | +70.5% | +58.2% | +12.2% | +46.6% |
| All | +74.9% | +111.4% | -36.5% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling