+166.4%
IWM vs PG
+121.7%
+44.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -4.6% | +0.8% | -5.4% | -4.9% |
| 3M | -0.3% | -1.3% | +1.1% | 0.0% |
| 6M | +14.7% | -3.8% | +18.6% | +15.8% |
| YTD | +17.8% | +3.6% | +14.2% | +15.5% |
| 1Y | +21.2% | -5.7% | +26.9% | +22.7% |
| 3Y | +62.3% | +1.6% | +60.8% | +56.7% |
| 5Y | +38.7% | +14.6% | +24.1% | +25.5% |
| All | +166.4% | +121.7% | +44.7% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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