+789.6%
PG vs IWD
+726.5%
+63.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | 0.0% |
| 7D | +1.9% | -0.3% | +2.1% | +2.0% |
| 30D | -0.2% | +0.6% | -0.8% | -0.6% |
| 3M | +4.8% | +7.2% | -2.4% | +1.0% |
| 6M | -6.1% | +16.2% | -22.3% | -13.2% |
| YTD | +4.5% | +23.3% | -18.9% | -6.5% |
| 1Y | -5.3% | +29.6% | -34.9% | -17.5% |
| 3Y | +2.6% | +70.5% | -67.9% | -23.3% |
| 5Y | +15.6% | +73.5% | -57.9% | -14.9% |
| 10Y | +118.0% | +198.3% | -80.3% | +18.5% |
| All | +789.6% | +726.5% | +63.1% | +179.6% |
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