+171.7%
IWM vs PFGC
+287.3%
-115.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -1.1% | -3.7% | +2.6% | -0.1% |
| 30D | -3.1% | -16.0% | +12.8% | +1.6% |
| 3M | +2.2% | -4.1% | +6.4% | +3.1% |
| 6M | +15.1% | +8.7% | +6.4% | +11.8% |
| YTD | +18.6% | +6.4% | +12.2% | +15.4% |
| 1Y | +24.0% | -8.4% | +32.4% | +25.6% |
| 3Y | +63.7% | +61.8% | +2.0% | +41.1% |
| 5Y | +38.2% | +108.7% | -70.5% | +9.5% |
| 10Y | +171.7% | +298.1% | -126.4% | +80.7% |
| All | +171.7% | +287.3% | -115.6% | +80.7% |
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