+990.2%
IBKR vs PFG
+251.1%
+739.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -0.2% | +2.9% | -3.1% | -1.9% |
| 3M | +3.0% | +6.7% | -3.8% | -1.0% |
| 6M | +33.9% | +33.8% | +0.1% | +13.9% |
| YTD | +42.5% | +35.0% | +7.5% | +20.7% |
| 1Y | +44.9% | +46.4% | -1.5% | +17.2% |
| 3Y | +293.0% | +71.7% | +221.4% | +191.0% |
| 5Y | +497.7% | +113.7% | +384.0% | +288.5% |
| All | +990.2% | +251.1% | +739.1% | +376.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling