+23.7%
IWM vs PCG
+6.9%
+16.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | +2.8% | -2.0% | +4.7% | +3.3% |
| 30D | +0.6% | -2.7% | +3.3% | +1.4% |
| 3M | -7.8% | -25.1% | +17.3% | -1.2% |
| 6M | -1.0% | -22.3% | +21.3% | +4.6% |
| YTD | +13.9% | -18.5% | +32.4% | +17.8% |
| 1Y | +15.4% | -21.8% | +37.3% | +21.1% |
| 3Y | +70.2% | -21.0% | +91.3% | +74.1% |
| 5Y | +23.7% | +8.1% | +15.6% | +8.0% |
| All | +23.7% | +6.9% | +16.7% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling