+39.6%
IWM vs PPG
-23.1%
+62.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.2% |
| 7D | -1.1% | -3.7% | +2.6% | +0.7% |
| 30D | -3.1% | -7.2% | +4.1% | +0.5% |
| 3M | +2.2% | -7.3% | +9.5% | +5.6% |
| 6M | +15.1% | +0.3% | +14.8% | +13.3% |
| YTD | +18.6% | +6.5% | +12.0% | +12.2% |
| 1Y | +24.0% | +0.5% | +23.5% | +20.7% |
| 3Y | +63.7% | -15.3% | +79.0% | +72.8% |
| All | +39.6% | -23.1% | +62.6% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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