+31.0%
PG vs IWD
+72.9%
-41.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.9% |
| 7D | +2.7% | +2.3% | +0.4% | +1.6% |
| 30D | +9.2% | +3.6% | +5.6% | +7.4% |
| 3M | +18.5% | +2.2% | +16.3% | +17.3% |
| 6M | +21.1% | +13.0% | +8.1% | +14.3% |
| YTD | +21.9% | +26.5% | -4.6% | +9.0% |
| 1Y | +18.1% | +30.1% | -12.0% | +4.2% |
| 3Y | +20.6% | +84.9% | -64.3% | -12.2% |
| All | +31.0% | +72.9% | -41.9% | -1.8% |
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