+151.9%
IWM vs PCG
-76.4%
+228.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | +1.9% | -0.5% | +2.3% | +1.9% |
| 3M | -5.7% | -24.0% | +18.3% | -3.6% |
| 6M | -0.3% | -18.6% | +18.3% | +1.2% |
| YTD | +15.8% | -17.7% | +33.5% | +17.3% |
| 1Y | +17.1% | -20.0% | +37.1% | +18.9% |
| 3Y | +73.1% | -20.2% | +93.3% | +75.3% |
| 5Y | +25.9% | +8.4% | +17.5% | +23.9% |
| 10Y | +151.9% | -76.4% | +228.3% | +152.3% |
| All | +151.9% | -76.4% | +228.3% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling