-76.7%
PCG vs IWD
+212.1%
-288.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | -0.7% |
| 7D | -1.1% | +1.3% | -2.3% | -2.4% |
| 30D | +0.1% | +3.6% | -3.5% | -3.5% |
| 3M | -24.4% | +2.3% | -26.8% | -26.2% |
| 6M | -17.7% | +13.0% | -30.7% | -27.5% |
| YTD | -17.4% | +26.2% | -43.6% | -35.1% |
| 1Y | -19.4% | +30.5% | -49.8% | -38.9% |
| 3Y | -18.6% | +86.2% | -104.8% | -57.6% |
| 5Y | +10.2% | +72.9% | -62.7% | -38.2% |
| 10Y | -76.7% | +205.0% | -281.7% | -91.2% |
| All | -76.7% | +212.1% | -288.8% | -91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling