+123.1%
IBB vs PFGC
+488.3%
-365.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +2.1% |
| 7D | +2.7% | +10.8% | -8.1% | +0.9% |
| 30D | +6.3% | +17.8% | -11.5% | +3.4% |
| 3M | +11.1% | -2.7% | +13.8% | +11.3% |
| 6M | +29.2% | +20.0% | +9.2% | +25.0% |
| YTD | +30.2% | +24.3% | +5.9% | +24.8% |
| 1Y | +39.5% | +13.2% | +26.3% | +35.7% |
| 3Y | +92.3% | +85.9% | +6.4% | +72.2% |
| 5Y | +43.0% | +141.0% | -98.1% | +22.1% |
| 10Y | +137.1% | +370.6% | -233.5% | +78.0% |
| All | +123.1% | +488.3% | -365.1% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling