+37.9%
IBB vs PFGC
+12.0%
+25.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +2.2% |
| 7D | +2.7% | +10.8% | -8.1% | +1.1% |
| 30D | +6.3% | +17.8% | -11.5% | +3.8% |
| 3M | +11.1% | -2.7% | +13.8% | +11.2% |
| 6M | +29.2% | +20.0% | +9.2% | +25.1% |
| YTD | +30.2% | +24.3% | +5.9% | +26.2% |
| All | +37.9% | +12.0% | +25.9% | +35.3% |
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