+413.4%
IWF vs PFG
+251.1%
+162.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.7% | +2.9% | -4.6% | -2.9% |
| 3M | +0.7% | +6.7% | -6.0% | -2.1% |
| 6M | +8.6% | +33.8% | -25.2% | -3.0% |
| YTD | +3.5% | +35.0% | -31.4% | -8.1% |
| 1Y | +7.0% | +46.4% | -39.4% | -8.0% |
| 3Y | +76.3% | +71.7% | +4.7% | +41.2% |
| 5Y | +74.8% | +113.7% | -38.9% | +28.1% |
| All | +413.4% | +251.1% | +162.4% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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