+691.4%
IBB vs PFG
+960.1%
-268.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | +5.1% | +2.0% | +3.1% | +4.5% |
| 3M | +10.7% | -3.2% | +13.9% | +11.4% |
| 6M | +22.9% | +10.9% | +12.0% | +19.2% |
| YTD | +26.7% | +28.8% | -2.2% | +18.1% |
| 1Y | +35.1% | +39.2% | -4.1% | +23.5% |
| 3Y | +80.2% | +75.0% | +5.2% | +54.4% |
| 5Y | +37.8% | +91.9% | -54.1% | +14.3% |
| 10Y | +161.2% | +202.3% | -41.1% | +83.0% |
| All | +691.4% | +960.1% | -268.7% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling