-7.2%
PG vs IWD
+27.8%
-35.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.7% | -2.3% | -0.4% | -1.9% |
| 30D | -1.5% | -1.8% | +0.2% | -0.9% |
| 3M | -3.4% | +8.0% | -11.4% | -5.4% |
| 6M | -7.0% | +17.0% | -24.0% | -11.4% |
| YTD | +2.0% | +21.3% | -19.3% | -3.5% |
| All | -7.2% | +27.8% | -35.0% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling