+726.5%
IWD vs PPG
+726.7%
-0.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.5% |
| 7D | -0.3% | -1.5% | +1.2% | +0.4% |
| 30D | +0.6% | -5.0% | +5.5% | +3.0% |
| 3M | +7.2% | +1.1% | +6.1% | +5.9% |
| 6M | +16.2% | -3.2% | +19.4% | +16.2% |
| YTD | +23.3% | +11.9% | +11.5% | +14.2% |
| 1Y | +29.6% | +5.3% | +24.2% | +23.2% |
| 3Y | +70.5% | -15.0% | +85.5% | +77.1% |
| 5Y | +73.5% | -19.6% | +93.1% | +79.7% |
| 10Y | +198.3% | +27.0% | +171.3% | +129.9% |
| All | +726.5% | +726.7% | -0.2% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling