-18.4%
PCG vs IWD
+12.7%
-31.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.2% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | +5.8% | +2.6% | +3.2% | +4.8% |
| 3M | -22.8% | +1.2% | -24.0% | -23.0% |
| 6M | -18.4% | +12.1% | -30.5% | -19.9% |
| All | -18.4% | +12.7% | -31.1% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling