+22.4%
IBB vs PFGC
+111.4%
-89.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.4% | -2.2% | +3.6% | +2.1% |
| 30D | +10.5% | -11.9% | +22.4% | +14.3% |
| 3M | +23.6% | +5.0% | +18.6% | +21.4% |
| 6M | +22.6% | +8.6% | +14.0% | +19.0% |
| YTD | +25.7% | +9.7% | +16.0% | +20.9% |
| 1Y | +51.4% | -6.3% | +57.7% | +52.5% |
| 3Y | +64.4% | +58.2% | +6.2% | +39.4% |
| All | +22.4% | +111.4% | -89.0% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling