-14.9%
PCG vs IWF
+649.6%
-664.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.6% |
| 7D | -1.6% | -5.0% | +3.4% | +1.0% |
| 30D | +1.4% | -13.2% | +14.6% | +9.3% |
| 3M | -23.4% | -9.4% | -14.0% | -19.4% |
| 6M | -19.4% | -8.6% | -10.8% | -16.1% |
| YTD | -18.5% | -5.3% | -13.2% | -17.2% |
| 1Y | -19.5% | -5.0% | -14.6% | -18.6% |
| 3Y | -21.0% | +64.6% | -85.6% | -43.0% |
| 5Y | +13.7% | +50.8% | -37.0% | -15.3% |
| 10Y | -77.2% | +385.7% | -462.9% | -91.1% |
| All | -14.9% | +649.6% | -664.5% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling