+6.8%
IWF vs PFGC
-9.2%
+16.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -1.7% | -4.8% | +3.1% | -1.5% |
| 30D | -1.8% | -17.2% | +15.4% | -1.1% |
| 3M | +1.5% | -6.3% | +7.8% | +1.2% |
| 6M | +7.7% | +8.8% | -1.1% | +5.9% |
| YTD | +2.7% | +4.9% | -2.2% | +1.5% |
| 1Y | +6.8% | -9.5% | +16.3% | +4.1% |
| All | +6.8% | -9.2% | +16.0% | +4.1% |
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