+92.3%
IBB vs PFG
+84.7%
+7.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.3% | +1.4% |
| 7D | +2.7% | +2.3% | +0.4% | +1.9% |
| 30D | +6.3% | +7.6% | -1.3% | +3.7% |
| 3M | +11.1% | +2.5% | +8.5% | +9.8% |
| 6M | +29.2% | +16.6% | +12.6% | +21.1% |
| YTD | +30.2% | +34.1% | -3.8% | +14.9% |
| 1Y | +39.5% | +44.1% | -4.6% | +19.3% |
| 3Y | +92.3% | +86.3% | +6.1% | +38.6% |
| All | +92.3% | +84.7% | +7.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling