+804.2%
IWM vs PG
+791.1%
+13.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -2.3% | -0.1% | -2.1% | -2.3% |
| 3M | +4.0% | +1.1% | +2.9% | +3.1% |
| 6M | +17.9% | -3.8% | +21.8% | +19.3% |
| YTD | +20.2% | +3.8% | +16.4% | +17.0% |
| 1Y | +25.0% | -5.8% | +30.7% | +26.8% |
| 3Y | +66.0% | +3.0% | +63.0% | +58.3% |
| 5Y | +40.0% | +14.5% | +25.6% | +25.3% |
| 10Y | +166.9% | +117.8% | +49.1% | +68.5% |
| All | +804.2% | +791.1% | +13.0% | +311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling