+124.1%
IBB vs PFGC
+346.1%
-222.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -2.0% |
| 7D | +1.6% | +0.3% | +1.4% | +1.6% |
| 30D | +6.7% | +16.1% | -9.4% | +4.0% |
| 3M | +6.3% | +2.4% | +4.0% | +5.7% |
| 6M | +23.9% | +15.7% | +8.2% | +20.6% |
| YTD | +26.6% | +22.3% | +4.3% | +21.6% |
| 1Y | +29.6% | +13.9% | +15.8% | +26.0% |
| 3Y | +86.1% | +80.3% | +5.8% | +67.4% |
| 5Y | +40.3% | +136.1% | -95.8% | +20.3% |
| All | +124.1% | +346.1% | -222.0% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling