+747.8%
IWD vs PPG
+805.7%
-57.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.3% | +0.7% | +1.5% | +1.9% |
| 30D | +3.6% | +17.6% | -14.0% | -4.7% |
| 3M | +2.2% | +7.5% | -5.3% | -1.8% |
| 6M | +13.0% | +17.6% | -4.7% | +3.0% |
| YTD | +26.5% | +22.6% | +4.0% | +11.6% |
| 1Y | +30.1% | +28.0% | +2.1% | +12.2% |
| 3Y | +84.9% | +1.8% | +83.1% | +75.2% |
| 5Y | +73.4% | -15.5% | +88.8% | +75.2% |
| 10Y | +204.0% | +54.9% | +149.1% | +111.5% |
| All | +747.8% | +805.7% | -57.9% | +112.3% |
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