+61.0%
IBIT vs PFGC
+51.8%
+9.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.4% |
| 7D | -1.1% | +8.5% | -9.6% | -4.3% |
| 30D | -9.2% | +15.0% | -24.2% | -14.2% |
| 3M | +17.5% | -6.2% | +23.7% | +20.0% |
| 6M | -7.2% | +15.7% | -22.9% | -13.5% |
| YTD | -13.6% | +19.6% | -33.2% | -21.6% |
| 1Y | -25.1% | +13.2% | -38.3% | -30.3% |
| All | +61.0% | +51.8% | +9.3% | +26.9% |
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