+211.2%
IWM vs PFGC
+419.1%
-207.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | -2.2% | +2.3% | +0.7% |
| 30D | -1.3% | -11.9% | +10.7% | +2.1% |
| 3M | +1.6% | +5.0% | -3.4% | -0.1% |
| 6M | +13.6% | +8.6% | +5.0% | +10.4% |
| YTD | +20.8% | +9.7% | +11.1% | +16.5% |
| 1Y | +26.4% | -6.3% | +32.7% | +27.3% |
| 3Y | +60.7% | +58.2% | +2.5% | +39.6% |
| 5Y | +38.2% | +110.4% | -72.2% | +9.6% |
| 10Y | +169.5% | +272.8% | -103.3% | +80.5% |
| All | +211.2% | +419.1% | -207.9% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling