-16.0%
PCG vs IWF
-1.6%
-14.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +1.9% | -4.2% | +6.1% | +1.8% |
| 30D | +8.5% | -8.1% | +16.6% | +8.0% |
| 3M | -22.9% | -5.1% | -17.8% | -23.0% |
| 6M | -16.8% | -1.4% | -15.3% | -16.8% |
| YTD | -15.8% | -0.1% | -15.7% | -17.9% |
| 1Y | -16.0% | -1.3% | -14.7% | -18.1% |
| All | -16.0% | -1.6% | -14.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling