+20.0%
IWM vs PFGC
+121.6%
-101.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | -2.0% | +8.5% | -10.6% | -5.4% |
| 30D | -1.5% | +15.0% | -16.4% | -7.0% |
| 3M | -8.0% | -6.2% | -1.8% | -6.3% |
| 6M | -4.1% | +15.7% | -19.8% | -10.6% |
| YTD | +11.9% | +19.6% | -7.6% | +1.8% |
| 1Y | +15.0% | +13.2% | +1.8% | +7.0% |
| 3Y | +64.2% | +77.0% | -12.8% | +24.9% |
| All | +20.0% | +121.6% | -101.6% | -20.2% |
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 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