+387.3%
IWF vs PFG
+184.0%
+203.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +2.8% | +2.4% | +0.4% | +1.9% |
| 30D | -7.5% | +5.9% | -13.4% | -9.5% |
| 3M | -8.5% | -0.4% | -8.0% | -8.6% |
| 6M | -7.4% | +14.8% | -22.3% | -12.6% |
| YTD | -2.6% | +31.9% | -34.6% | -13.0% |
| 1Y | -1.8% | +38.8% | -40.7% | -14.0% |
| 3Y | +65.5% | +82.4% | -16.9% | +29.4% |
| 5Y | +55.8% | +94.7% | -38.9% | +17.8% |
| All | +387.3% | +184.0% | +203.3% | +198.5% |
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