+58.6%
IBIT vs PFGC
+57.0%
+1.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -6.8% | +1.5% | -8.3% | -7.4% |
| 30D | -9.9% | +17.4% | -27.3% | -15.5% |
| 3M | +17.5% | -2.4% | +19.9% | +18.2% |
| 6M | -9.1% | +18.2% | -27.3% | -15.9% |
| YTD | -14.9% | +23.7% | -38.6% | -23.7% |
| 1Y | -27.6% | +15.0% | -42.6% | -32.8% |
| All | +58.6% | +57.0% | +1.6% | +23.4% |
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