+127.0%
IBB vs PFGC
+287.3%
-160.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -3.9% | -3.7% | -0.2% | -3.3% |
| 30D | +2.7% | -16.0% | +18.7% | +5.6% |
| 3M | +21.4% | -4.1% | +25.5% | +22.0% |
| 6M | +20.1% | +8.7% | +11.4% | +18.2% |
| YTD | +21.9% | +6.4% | +15.5% | +20.0% |
| 1Y | +44.1% | -8.4% | +52.5% | +45.2% |
| 3Y | +63.4% | +61.8% | +1.6% | +49.9% |
| 5Y | +19.8% | +108.7% | -89.0% | +4.9% |
| 10Y | +127.0% | +298.1% | -171.1% | +76.1% |
| All | +127.0% | +287.3% | -160.3% | +76.1% |
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