-6.5%
PCG vs IWF
+727.1%
-733.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -13.9% | +0.5% | -14.4% | -14.1% |
| 30D | -16.9% | -0.4% | -16.5% | -16.7% |
| 3M | -14.7% | -2.6% | -12.1% | -14.0% |
| 6M | -23.8% | +9.1% | -33.0% | -28.0% |
| YTD | -10.5% | +4.5% | -15.0% | -13.6% |
| 1Y | -5.1% | +10.1% | -15.2% | -11.3% |
| 3Y | -11.6% | +77.6% | -89.2% | -38.7% |
| 5Y | +59.0% | +73.7% | -14.7% | +9.7% |
| 10Y | -75.7% | +411.5% | -487.3% | -90.8% |
| All | -6.5% | +727.1% | -733.6% | -81.9% |
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