+6.8%
IWF vs PFG
+49.2%
-42.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.1% |
| 7D | -1.7% | -3.0% | +1.3% | -1.1% |
| 30D | -1.8% | +2.5% | -4.3% | -2.4% |
| 3M | +1.5% | +6.1% | -4.6% | 0.0% |
| 6M | +7.7% | +31.3% | -23.6% | -0.2% |
| YTD | +2.7% | +33.6% | -30.8% | -5.2% |
| 1Y | +6.8% | +48.5% | -41.8% | -3.1% |
| All | +6.8% | +49.2% | -42.4% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling