+10.2%
PCG vs IWD
+72.9%
-62.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | -0.4% |
| 7D | -1.1% | +1.3% | -2.3% | -2.2% |
| 30D | +0.1% | +3.6% | -3.5% | -3.0% |
| 3M | -24.4% | +2.3% | -26.8% | -26.0% |
| 6M | -17.7% | +13.0% | -30.7% | -26.3% |
| YTD | -17.4% | +26.2% | -43.6% | -33.2% |
| 1Y | -19.4% | +30.5% | -49.8% | -36.8% |
| 3Y | -18.6% | +86.2% | -104.8% | -54.4% |
| 5Y | +10.2% | +72.9% | -62.7% | -33.1% |
| All | +10.2% | +72.9% | -62.7% | -33.1% |
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