+782.5%
PG vs IWF
+719.4%
+63.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +0.8% | -1.7% | +2.6% | +1.4% |
| 3M | -1.3% | +0.7% | -2.0% | -1.9% |
| 6M | -3.8% | +8.6% | -12.4% | -7.2% |
| YTD | +3.6% | +3.5% | +0.1% | +1.6% |
| 1Y | -5.7% | +7.0% | -12.8% | -9.1% |
| 3Y | +1.6% | +76.3% | -74.8% | -21.6% |
| 5Y | +14.6% | +74.8% | -60.1% | -13.1% |
| 10Y | +121.2% | +420.5% | -299.3% | +3.8% |
| All | +782.5% | +719.4% | +63.1% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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