-18.3%
PCG vs IWF
+65.9%
-84.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | +2.2% | +2.8% | -0.7% | +1.6% |
| 30D | +0.8% | -7.5% | +8.3% | +2.2% |
| 3M | -23.8% | -8.5% | -15.3% | -22.5% |
| 6M | -19.6% | -7.4% | -12.2% | -18.6% |
| YTD | -16.7% | -2.6% | -14.1% | -16.8% |
| 1Y | -19.4% | -1.8% | -17.5% | -19.7% |
| 3Y | -18.3% | +65.5% | -83.8% | -36.6% |
| All | -18.3% | +65.9% | -84.2% | -36.6% |
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