+42.0%
IBB vs PFGC
+12.5%
+29.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +13.5% | -10.9% | +0.9% |
| 7D | +2.2% | +13.9% | -11.6% | +0.4% |
| 30D | +6.3% | +18.4% | -12.0% | +3.9% |
| 3M | +16.3% | -2.5% | +18.8% | +16.4% |
| 6M | +30.0% | +26.0% | +3.9% | +25.2% |
| YTD | +31.1% | +21.9% | +9.3% | +27.8% |
| 1Y | +42.0% | +13.4% | +28.6% | +39.2% |
| All | +42.0% | +12.5% | +29.5% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling