+10.6%
IBKR vs PFG
+46.8%
-36.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -1.7% |
| 7D | -6.8% | +4.9% | -11.7% | -9.2% |
| 30D | -12.5% | +5.7% | -18.2% | -15.2% |
| 3M | -12.0% | +2.6% | -14.6% | -13.5% |
| 6M | -4.5% | +19.8% | -24.3% | -16.6% |
| YTD | +21.5% | +36.3% | -14.8% | -4.2% |
| 1Y | +10.6% | +47.9% | -37.2% | -18.5% |
| All | +10.6% | +46.8% | -36.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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