+143.5%
IWM vs PFG
+184.0%
-40.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +1.4% | +2.4% | -1.0% | +0.2% |
| 30D | +2.3% | +5.9% | -3.6% | -0.8% |
| 3M | -8.3% | -0.4% | -7.9% | -8.5% |
| 6M | -1.3% | +14.8% | -16.2% | -9.0% |
| YTD | +13.5% | +31.9% | -18.4% | -3.1% |
| 1Y | +18.4% | +38.8% | -20.4% | -1.6% |
| 3Y | +69.6% | +82.4% | -12.8% | +21.0% |
| 5Y | +23.3% | +94.7% | -71.4% | -16.2% |
| All | +143.5% | +184.0% | -40.4% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling