+39.1%
IWM vs PFG
+110.8%
-71.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.1% |
| 7D | +0.1% | +5.5% | -5.4% | -3.1% |
| 30D | -1.3% | +2.4% | -3.6% | -2.8% |
| 3M | +1.6% | +13.6% | -12.0% | -6.2% |
| 6M | +13.6% | +27.9% | -14.3% | -2.4% |
| YTD | +20.8% | +35.6% | -14.8% | 0.0% |
| 1Y | +26.4% | +48.5% | -22.1% | -1.2% |
| 3Y | +60.7% | +66.9% | -6.2% | +15.6% |
| All | +39.1% | +110.8% | -71.7% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling