-21.0%
PCG vs IWF
+65.2%
-86.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.2% |
| 7D | -1.6% | -5.0% | +3.4% | -0.6% |
| 30D | +1.4% | -13.2% | +14.6% | +4.2% |
| 3M | -23.4% | -9.4% | -14.0% | -21.9% |
| 6M | -19.4% | -8.6% | -10.8% | -18.1% |
| YTD | -18.5% | -5.3% | -13.2% | -18.1% |
| 1Y | -19.5% | -5.0% | -14.6% | -19.3% |
| 3Y | -21.0% | +64.6% | -85.6% | -39.4% |
| All | -21.0% | +65.2% | -86.2% | -39.4% |
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