+155.4%
IWM vs PCG
-76.4%
+231.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | +0.3% | -0.5% | +0.7% | +0.3% |
| 30D | +0.6% | +0.8% | -0.2% | +0.5% |
| 3M | -6.2% | -22.0% | +15.8% | -4.3% |
| 6M | -0.8% | -17.1% | +16.3% | +0.5% |
| YTD | +14.8% | -16.9% | +31.6% | +16.1% |
| 1Y | +16.1% | -19.1% | +35.2% | +17.8% |
| 3Y | +71.5% | -19.4% | +91.0% | +73.6% |
| 5Y | +25.8% | +9.0% | +16.7% | +23.7% |
| 10Y | +155.4% | -76.2% | +231.6% | +155.8% |
| All | +155.4% | -76.4% | +231.8% | +155.8% |
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