+9.3%
PCG vs IWD
+72.9%
-63.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.0% |
| 7D | +2.2% | +2.3% | -0.1% | +0.2% |
| 30D | +0.8% | +3.6% | -2.8% | -2.4% |
| 3M | -23.8% | +2.2% | -26.0% | -25.3% |
| 6M | -19.6% | +13.0% | -32.6% | -28.0% |
| YTD | -16.7% | +26.5% | -43.2% | -32.8% |
| 1Y | -19.4% | +30.1% | -49.5% | -36.7% |
| 3Y | -18.3% | +84.9% | -103.2% | -54.0% |
| All | +9.3% | +72.9% | -63.6% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling