+38.2%
IWM vs PG
+12.8%
+25.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | -4.4% | -1.5% | -2.9% | -4.1% |
| 3M | +2.2% | -3.4% | +5.6% | +2.9% |
| 6M | +14.0% | -7.0% | +21.0% | +15.6% |
| YTD | +17.4% | +2.0% | +15.4% | +16.2% |
| 1Y | +22.9% | -6.5% | +29.4% | +24.3% |
| 3Y | +62.1% | +1.2% | +60.9% | +56.6% |
| 5Y | +38.2% | +12.8% | +25.4% | +25.6% |
| All | +38.2% | +12.8% | +25.3% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling