-1.3%
IWF vs PFGC
+12.5%
-13.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +13.5% | -13.1% | 0.0% |
| 7D | -4.2% | +13.9% | -18.0% | -4.6% |
| 30D | -8.1% | +18.4% | -26.5% | -8.8% |
| 3M | -5.1% | -2.5% | -2.5% | -4.9% |
| 6M | -1.4% | +26.0% | -27.5% | -3.8% |
| YTD | -0.1% | +21.9% | -21.9% | -2.0% |
| 1Y | -1.3% | +13.4% | -14.6% | -3.8% |
| All | -1.3% | +12.5% | -13.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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