+64.2%
IWM vs PCG
-21.6%
+85.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 7D | -2.0% | -1.6% | -0.4% | -1.7% |
| 30D | -1.5% | +1.4% | -2.9% | -1.7% |
| 3M | -8.0% | -23.4% | +15.4% | -3.7% |
| 6M | -4.1% | -19.4% | +15.3% | -1.3% |
| YTD | +11.9% | -18.5% | +30.4% | +14.6% |
| 1Y | +15.0% | -19.5% | +34.6% | +18.2% |
| 3Y | +64.2% | -21.0% | +85.2% | +62.9% |
| All | +64.2% | -21.6% | +85.8% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling