+62.3%
IWM vs PG
+2.5%
+59.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -2.4% | -0.8% | -1.6% | -2.4% |
| 30D | -4.6% | +0.8% | -5.4% | -4.6% |
| 3M | -0.3% | -1.3% | +1.1% | -0.2% |
| 6M | +14.7% | -3.8% | +18.6% | +14.9% |
| YTD | +17.8% | +3.6% | +14.2% | +17.4% |
| 1Y | +21.2% | -5.7% | +26.9% | +21.6% |
| 3Y | +62.3% | +1.6% | +60.8% | +61.4% |
| All | +62.3% | +2.5% | +59.8% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling