+85.4%
IBB vs PFG
+82.7%
+2.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -0.5% | +2.4% | -2.9% | -1.3% |
| 30D | +4.6% | +5.9% | -1.3% | +2.6% |
| 3M | +6.8% | -0.4% | +7.3% | +6.7% |
| 6M | +23.1% | +14.8% | +8.3% | +15.9% |
| YTD | +26.0% | +31.9% | -5.9% | +11.8% |
| 1Y | +30.4% | +38.8% | -8.4% | +13.1% |
| 3Y | +85.4% | +82.4% | +3.0% | +34.6% |
| All | +85.4% | +82.7% | +2.8% | +34.6% |
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