-13.2%
PCG vs IWD
+731.9%
-745.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | +0.7% |
| 7D | 0.0% | -0.9% | +0.9% | +0.7% |
| 30D | +5.8% | +2.6% | +3.2% | +3.7% |
| 3M | -22.8% | +1.2% | -24.0% | -23.5% |
| 6M | -18.4% | +12.1% | -30.5% | -25.4% |
| YTD | -16.9% | +24.1% | -41.0% | -29.8% |
| 1Y | -17.6% | +28.5% | -46.1% | -32.3% |
| 3Y | -20.0% | +79.5% | -99.5% | -49.1% |
| 5Y | +16.0% | +70.3% | -54.3% | -23.0% |
| 10Y | -76.7% | +212.5% | -289.2% | -89.7% |
| All | -13.2% | +731.9% | -745.1% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling