+12.8%
PG vs IWD
+72.1%
-59.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -2.7% | -2.3% | -0.4% | -1.6% |
| 30D | -1.5% | -1.8% | +0.2% | -0.7% |
| 3M | -3.4% | +8.0% | -11.4% | -6.8% |
| 6M | -7.0% | +17.0% | -24.0% | -13.6% |
| YTD | +2.0% | +21.3% | -19.3% | -6.9% |
| 1Y | -6.5% | +27.9% | -34.4% | -16.9% |
| 3Y | +1.2% | +70.1% | -68.9% | -23.0% |
| 5Y | +12.8% | +74.2% | -61.4% | -15.8% |
| All | +12.8% | +72.1% | -59.3% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling