+1,242.9%
IWF vs PFG
+1,015.3%
+227.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +0.5% | +5.5% | -5.0% | -1.0% |
| 30D | -0.4% | +2.4% | -2.8% | -1.1% |
| 3M | -2.6% | +13.6% | -16.2% | -6.3% |
| 6M | +9.1% | +27.9% | -18.7% | +1.5% |
| YTD | +4.5% | +35.6% | -31.1% | -4.6% |
| 1Y | +10.1% | +48.5% | -38.4% | -2.2% |
| 3Y | +77.6% | +66.9% | +10.8% | +51.6% |
| 5Y | +73.7% | +111.0% | -37.2% | +38.0% |
| 10Y | +411.5% | +244.5% | +167.0% | +236.5% |
| All | +1,242.9% | +1,015.3% | +227.7% | +407.2% |
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 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