+443.3%
IWF vs PFGC
+485.1%
-41.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +2.8% | +3.4% | -0.6% | +2.2% |
| 30D | -7.5% | +16.9% | -24.5% | -10.4% |
| 3M | -8.5% | +6.4% | -14.9% | -9.8% |
| 6M | -7.4% | +16.0% | -23.4% | -10.5% |
| YTD | -2.6% | +23.6% | -26.3% | -7.4% |
| 1Y | -1.8% | +16.6% | -18.4% | -5.7% |
| 3Y | +65.5% | +82.3% | -16.8% | +45.4% |
| 5Y | +55.8% | +138.7% | -82.9% | +29.5% |
| 10Y | +384.9% | +352.8% | +32.0% | +257.9% |
| All | +443.3% | +485.1% | -41.8% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling