+116.1%
PG vs IWD
+203.8%
-87.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.4% |
| 30D | +0.8% | -0.8% | +1.7% | +1.3% |
| 3M | -1.3% | +6.9% | -8.3% | -4.9% |
| 6M | -3.8% | +18.3% | -22.1% | -12.4% |
| YTD | +3.6% | +22.4% | -18.7% | -7.4% |
| 1Y | -5.7% | +27.4% | -33.2% | -17.7% |
| 3Y | +1.6% | +71.2% | -69.6% | -25.8% |
| 5Y | +14.6% | +75.7% | -61.1% | -18.2% |
| All | +116.1% | +203.8% | -87.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling