+409.4%
IWF vs PFGC
+294.6%
+114.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -1.7% | -4.8% | +3.1% | -0.8% |
| 30D | -1.8% | -17.2% | +15.4% | +1.6% |
| 3M | +1.5% | -6.3% | +7.8% | +2.5% |
| 6M | +7.7% | +8.8% | -1.1% | +5.5% |
| YTD | +2.7% | +4.9% | -2.2% | +1.0% |
| 1Y | +6.8% | -9.5% | +16.3% | +7.8% |
| 3Y | +76.9% | +59.6% | +17.3% | +59.6% |
| 5Y | +73.4% | +113.5% | -40.1% | +47.3% |
| All | +409.4% | +294.6% | +114.8% | +294.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling