-0.3%
PG vs IWD
+69.9%
-70.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.4% | -1.2% | -2.2% | -3.0% |
| 30D | -2.6% | -1.6% | -0.9% | -2.0% |
| 3M | -3.3% | +7.0% | -10.3% | -5.5% |
| 6M | -6.7% | +17.0% | -23.7% | -11.7% |
| YTD | +1.7% | +21.6% | -19.9% | -5.0% |
| 1Y | -7.9% | +28.0% | -35.9% | -15.5% |
| All | -0.3% | +69.9% | -70.1% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling