+198.1%
IWD vs PPG
+26.9%
+171.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | -6.2% | +5.5% | +2.0% |
| 30D | -0.8% | -7.9% | +7.1% | +2.7% |
| 3M | +6.9% | -10.2% | +17.1% | +11.5% |
| 6M | +18.3% | +2.7% | +15.6% | +15.4% |
| YTD | +22.4% | +4.9% | +17.5% | +17.5% |
| 1Y | +27.4% | -3.2% | +30.6% | +26.6% |
| 3Y | +71.2% | -17.0% | +88.2% | +79.3% |
| 5Y | +75.7% | -23.3% | +99.0% | +86.2% |
| All | +198.1% | +26.9% | +171.2% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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