+938.4%
PG vs IWD
+747.8%
+190.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.9% |
| 7D | +2.7% | +2.3% | +0.4% | +1.5% |
| 30D | +9.2% | +3.6% | +5.6% | +7.2% |
| 3M | +18.5% | +2.2% | +16.3% | +17.2% |
| 6M | +21.1% | +13.0% | +8.1% | +13.5% |
| YTD | +21.9% | +26.5% | -4.6% | +7.7% |
| 1Y | +18.1% | +30.1% | -12.0% | +2.7% |
| 3Y | +20.6% | +84.9% | -64.3% | -13.5% |
| 5Y | +31.8% | +73.4% | -41.6% | -2.8% |
| 10Y | +166.5% | +204.0% | -37.5% | +43.4% |
| All | +938.4% | +747.8% | +190.6% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling