+143.5%
IWM vs PFGC
+351.0%
-207.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +1.4% | +3.4% | -2.0% | +0.5% |
| 30D | +2.3% | +16.9% | -14.6% | -2.4% |
| 3M | -8.3% | +6.4% | -14.7% | -10.3% |
| 6M | -1.3% | +16.0% | -17.3% | -6.1% |
| YTD | +13.5% | +23.6% | -10.1% | +5.5% |
| 1Y | +18.4% | +16.6% | +1.8% | +11.8% |
| 3Y | +69.6% | +82.3% | -12.7% | +40.9% |
| 5Y | +23.3% | +138.7% | -115.4% | -6.1% |
| All | +143.5% | +351.0% | -207.4% | +57.3% |
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