+40.0%
IWM vs PFGC
+110.5%
-70.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +1.4% | -2.4% | +3.8% | +2.4% |
| 30D | -2.3% | -15.8% | +13.5% | +4.3% |
| 3M | +4.0% | -0.6% | +4.6% | +3.6% |
| 6M | +17.9% | +10.7% | +7.3% | +12.0% |
| YTD | +20.2% | +7.6% | +12.6% | +14.6% |
| 1Y | +25.0% | -7.8% | +32.8% | +26.9% |
| 3Y | +66.0% | +63.7% | +2.3% | +31.1% |
| 5Y | +40.0% | +112.3% | -72.2% | -3.9% |
| All | +40.0% | +110.5% | -70.5% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling