+1,170.2%
IWF vs PFG
+996.3%
+173.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.4% |
| 30D | -8.3% | +6.4% | -14.6% | -9.9% |
| 3M | -5.6% | +2.2% | -7.8% | -6.3% |
| 6M | -5.4% | +16.3% | -21.7% | -9.8% |
| YTD | -1.2% | +33.2% | -34.4% | -9.4% |
| 1Y | -2.7% | +40.6% | -43.3% | -12.2% |
| 3Y | +67.8% | +83.3% | -15.6% | +39.4% |
| 5Y | +60.1% | +97.7% | -37.6% | +29.4% |
| 10Y | +392.2% | +189.9% | +202.3% | +238.4% |
| All | +1,170.2% | +996.3% | +173.9% | +381.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling