+877.7%
IBKR vs PFGC
+396.6%
+481.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | -3.8% | -4.8% | +1.0% | -2.7% |
| 30D | -0.3% | -17.2% | +16.9% | +4.1% |
| 3M | +4.8% | -6.3% | +11.1% | +6.0% |
| 6M | +30.8% | +8.8% | +22.0% | +27.5% |
| YTD | +39.5% | +4.9% | +34.5% | +36.6% |
| 1Y | +43.7% | -9.5% | +53.2% | +45.6% |
| 3Y | +284.7% | +59.6% | +225.1% | +241.2% |
| 5Y | +484.9% | +113.5% | +371.4% | +381.0% |
| 10Y | +980.8% | +292.8% | +688.0% | +658.4% |
| All | +877.7% | +396.6% | +481.1% | +586.5% |
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