+22.4%
IBB vs PFG
+110.8%
-88.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.3% |
| 7D | +1.4% | +5.5% | -4.1% | -0.7% |
| 30D | +10.5% | +2.4% | +8.1% | +9.4% |
| 3M | +23.6% | +13.6% | +10.1% | +17.3% |
| 6M | +22.6% | +27.9% | -5.3% | +11.0% |
| YTD | +25.7% | +35.6% | -9.9% | +11.0% |
| 1Y | +51.4% | +48.5% | +2.9% | +28.7% |
| 3Y | +64.4% | +66.9% | -2.5% | +31.4% |
| All | +22.4% | +110.8% | -88.4% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling