+26.4%
IWM vs PCG
-6.6%
+33.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | +0.1% |
| 7D | +0.1% | -13.9% | +13.9% | +1.0% |
| 30D | -1.3% | -16.9% | +15.6% | 0.0% |
| 3M | +1.6% | -14.7% | +16.3% | +2.5% |
| 6M | +13.6% | -23.8% | +37.4% | +16.1% |
| YTD | +20.8% | -10.5% | +31.3% | +22.1% |
| 1Y | +26.4% | -5.1% | +31.5% | +28.1% |
| All | +26.4% | -6.6% | +33.0% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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