+60.1%
IWF vs PFG
+99.5%
-39.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.8% |
| 7D | -1.1% | -2.2% | +1.1% | -0.1% |
| 30D | -8.3% | +6.4% | -14.6% | -10.7% |
| 3M | -5.6% | +2.2% | -7.8% | -6.8% |
| 6M | -5.4% | +16.3% | -21.7% | -12.2% |
| YTD | -1.2% | +33.2% | -34.4% | -14.1% |
| 1Y | -2.7% | +40.6% | -43.3% | -17.6% |
| 3Y | +67.8% | +83.3% | -15.6% | +22.3% |
| 5Y | +60.1% | +97.7% | -37.6% | +8.5% |
| All | +60.1% | +99.5% | -39.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling