-13.8%
PCG vs IWF
+81.4%
-95.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -13.9% | +0.5% | -14.4% | -14.0% |
| 30D | -16.9% | -0.4% | -16.5% | -16.8% |
| 3M | -14.7% | -2.6% | -12.1% | -14.3% |
| 6M | -23.8% | +9.1% | -33.0% | -25.7% |
| YTD | -10.5% | +4.5% | -15.0% | -11.8% |
| 1Y | -5.1% | +10.1% | -15.2% | -8.1% |
| All | -13.8% | +81.4% | -95.2% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling