+143.5%
IWM vs PCG
-76.0%
+219.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | +1.4% | +2.2% | -0.7% | +1.2% |
| 30D | +2.3% | +0.8% | +1.5% | +2.2% |
| 3M | -8.3% | -23.8% | +15.5% | -6.3% |
| 6M | -1.3% | -19.6% | +18.3% | +0.3% |
| YTD | +13.5% | -16.7% | +30.2% | +14.9% |
| 1Y | +18.4% | -19.4% | +37.8% | +20.1% |
| 3Y | +69.6% | -18.3% | +87.9% | +71.4% |
| 5Y | +23.3% | +10.4% | +12.9% | +21.1% |
| All | +143.5% | -76.0% | +219.5% | +143.2% |
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