+14.1%
PCG vs IWD
+68.9%
-54.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | +1.4% | +2.7% | -1.3% | -1.0% |
| 3M | -23.4% | +0.9% | -24.3% | -24.0% |
| 6M | -19.4% | +10.5% | -29.9% | -26.4% |
| YTD | -18.5% | +23.7% | -42.2% | -32.9% |
| 1Y | -19.5% | +28.7% | -48.3% | -36.2% |
| 3Y | -21.0% | +79.7% | -100.7% | -54.3% |
| All | +14.1% | +68.9% | -54.8% | -29.3% |
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 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