+20.0%
IWM vs PCG
+13.7%
+6.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | -2.0% | -1.6% | -0.4% | -1.6% |
| 30D | -1.5% | +1.4% | -2.9% | -1.9% |
| 3M | -8.0% | -23.4% | +15.4% | -2.2% |
| 6M | -4.1% | -19.4% | +15.3% | -0.1% |
| YTD | +11.9% | -18.5% | +30.4% | +15.7% |
| 1Y | +15.0% | -19.5% | +34.6% | +19.3% |
| 3Y | +64.2% | -21.0% | +85.2% | +67.9% |
| All | +20.0% | +13.7% | +6.3% | +3.8% |
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 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