+73.2%
IWD vs PFGC
+138.1%
-64.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.3% | +3.4% | -1.1% | +1.4% |
| 30D | +3.6% | +16.9% | -13.3% | -0.8% |
| 3M | +2.2% | +6.4% | -4.2% | +0.2% |
| 6M | +13.0% | +16.0% | -3.0% | +7.9% |
| YTD | +26.5% | +23.6% | +2.9% | +17.8% |
| 1Y | +30.1% | +16.6% | +13.5% | +23.2% |
| 3Y | +84.9% | +82.3% | +2.6% | +52.0% |
| All | +73.2% | +138.1% | -64.9% | +30.0% |
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