-6.5%
PCG vs IWD
+726.5%
-733.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.0% |
| 7D | -13.9% | -0.3% | -13.6% | -13.6% |
| 30D | -16.9% | +0.6% | -17.4% | -17.2% |
| 3M | -14.7% | +7.2% | -22.0% | -19.3% |
| 6M | -23.8% | +16.2% | -40.0% | -32.2% |
| YTD | -10.5% | +23.3% | -33.8% | -24.0% |
| 1Y | -5.1% | +29.6% | -34.7% | -22.4% |
| 3Y | -11.6% | +70.5% | -82.1% | -41.5% |
| 5Y | +59.0% | +73.5% | -14.5% | +4.1% |
| 10Y | -75.7% | +198.3% | -274.1% | -89.0% |
| All | -6.5% | +726.5% | -733.0% | -82.3% |
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 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