-16.0%
PCG vs IWD
+33.0%
-49.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.6% |
| 7D | +1.9% | +2.5% | -0.6% | +0.5% |
| 30D | +8.5% | +6.0% | +2.5% | +5.2% |
| 3M | -22.9% | +3.8% | -26.6% | -24.4% |
| 6M | -16.8% | +16.3% | -33.1% | -23.3% |
| YTD | -15.8% | +27.5% | -43.3% | -25.9% |
| 1Y | -16.0% | +32.8% | -48.8% | -27.5% |
| All | -16.0% | +33.0% | -49.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling