+155.4%
IWM vs PFGC
+366.4%
-211.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.7% | +1.6% |
| 7D | +0.3% | +15.0% | -14.7% | -3.8% |
| 30D | +0.6% | +17.0% | -16.4% | -4.0% |
| 3M | -6.2% | -2.5% | -3.8% | -6.0% |
| 6M | -0.8% | +19.2% | -20.0% | -6.3% |
| YTD | +14.8% | +23.4% | -8.7% | +6.7% |
| 1Y | +16.1% | +13.9% | +2.3% | +10.4% |
| 3Y | +71.5% | +82.0% | -10.5% | +42.5% |
| 5Y | +25.8% | +128.7% | -102.9% | -3.2% |
| 10Y | +155.4% | +361.5% | -206.1% | +65.2% |
| All | +155.4% | +366.4% | -211.0% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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