+808.3%
IWM vs PCG
-6.1%
+814.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | 0.0% |
| 7D | +0.1% | -13.9% | +13.9% | +1.7% |
| 30D | -1.3% | -16.9% | +15.6% | +0.7% |
| 3M | +1.6% | -14.7% | +16.3% | +3.2% |
| 6M | +13.6% | -23.8% | +37.4% | +17.0% |
| YTD | +20.8% | -10.5% | +31.3% | +21.6% |
| 1Y | +26.4% | -5.1% | +31.5% | +26.2% |
| 3Y | +60.7% | -11.6% | +72.3% | +61.3% |
| 5Y | +38.2% | +59.0% | -20.8% | +28.3% |
| 10Y | +169.5% | -75.7% | +245.2% | +182.5% |
| All | +808.3% | -6.1% | +814.4% | +622.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling