+733.6%
IWM vs PCG
-12.8%
+746.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.4% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -3.7% | +5.8% | -9.5% | -4.4% |
| 3M | -9.4% | -22.8% | +13.4% | -6.7% |
| 6M | -3.6% | -18.4% | +14.8% | -1.7% |
| YTD | +10.8% | -16.9% | +27.7% | +12.7% |
| 1Y | +11.9% | -17.6% | +29.5% | +13.8% |
| 3Y | +60.6% | -20.0% | +80.5% | +63.2% |
| 5Y | +19.2% | +16.0% | +3.2% | +15.1% |
| 10Y | +165.3% | -76.7% | +242.0% | +178.9% |
| All | +733.6% | -12.8% | +746.4% | +568.7% |
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