+44.1%
IBB vs PFGC
-8.5%
+52.7%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -3.9% | -3.7% | -0.2% | -3.4% |
| 30D | +2.7% | -16.0% | +18.7% | +4.9% |
| 3M | +21.4% | -4.1% | +25.5% | +21.6% |
| 6M | +20.1% | +8.7% | +11.4% | +17.9% |
| YTD | +21.9% | +6.4% | +15.5% | +20.5% |
| 1Y | +44.1% | -8.4% | +52.5% | +44.7% |
| All | +44.1% | -8.5% | +52.7% | +44.7% |
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 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