+256.4%
IWD vs PFGC
+488.3%
-231.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +1.2% |
| 7D | +1.3% | +10.8% | -9.6% | -0.9% |
| 30D | +3.6% | +17.8% | -14.2% | +0.1% |
| 3M | +2.3% | -2.7% | +5.1% | +2.6% |
| 6M | +13.0% | +20.0% | -7.0% | +8.5% |
| YTD | +26.2% | +24.3% | +1.9% | +19.7% |
| 1Y | +30.5% | +13.2% | +17.3% | +26.0% |
| 3Y | +86.2% | +85.9% | +0.3% | +62.0% |
| 5Y | +72.9% | +141.0% | -68.2% | +40.8% |
| 10Y | +205.0% | +370.6% | -165.6% | +121.2% |
| All | +256.4% | +488.3% | -231.8% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling