+248.4%
IWD vs PFGC
+419.1%
-170.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.3% | -2.2% | +1.9% | +0.2% |
| 30D | +0.6% | -11.9% | +12.5% | +3.1% |
| 3M | +7.2% | +5.0% | +2.2% | +6.0% |
| 6M | +16.2% | +8.6% | +7.6% | +13.9% |
| YTD | +23.3% | +9.7% | +13.6% | +20.2% |
| 1Y | +29.6% | -6.3% | +35.9% | +30.2% |
| 3Y | +70.5% | +58.2% | +12.2% | +53.3% |
| 5Y | +73.5% | +110.4% | -37.0% | +45.2% |
| 10Y | +198.3% | +272.8% | -74.4% | +125.4% |
| All | +248.4% | +419.1% | -170.7% | +149.8% |
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 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