+161.3%
IWM vs PCG
-77.2%
+238.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +3.1% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +1.3% | +0.1% | +1.2% | +1.3% |
| 3M | -6.1% | -24.4% | +18.4% | -3.9% |
| 6M | -0.1% | -17.7% | +17.6% | +1.3% |
| YTD | +15.5% | -17.4% | +33.0% | +17.0% |
| 1Y | +18.1% | -19.4% | +37.5% | +19.8% |
| 3Y | +74.6% | -18.6% | +93.2% | +76.6% |
| 5Y | +24.6% | +10.2% | +14.4% | +22.5% |
| 10Y | +161.3% | -76.7% | +238.0% | +162.8% |
| All | +161.3% | -77.2% | +238.5% | +162.8% |
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