-76.0%
PCG vs IWD
+197.9%
-273.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.1% |
| 7D | -13.9% | -0.3% | -13.6% | -13.5% |
| 30D | -16.9% | +0.6% | -17.4% | -17.3% |
| 3M | -14.7% | +7.2% | -22.0% | -20.7% |
| 6M | -23.8% | +16.2% | -40.0% | -34.7% |
| YTD | -10.5% | +23.3% | -33.8% | -27.9% |
| 1Y | -5.1% | +29.6% | -34.7% | -27.3% |
| 3Y | -11.6% | +70.5% | -82.1% | -49.4% |
| 5Y | +59.0% | +73.5% | -14.5% | -11.0% |
| All | -76.0% | +197.9% | -273.9% | -91.3% |
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