+314.2%
IBN vs PFG
+239.8%
+74.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -5.1% | +3.2% | -8.3% | -6.4% |
| 30D | -3.5% | +0.9% | -4.5% | -4.1% |
| 3M | +11.3% | +7.7% | +3.6% | +7.6% |
| 6M | +4.4% | +29.0% | -24.5% | -6.3% |
| YTD | -1.8% | +32.5% | -34.3% | -13.0% |
| 1Y | -8.0% | +47.3% | -55.3% | -22.4% |
| 3Y | +27.1% | +68.2% | -41.2% | -1.3% |
| 5Y | +54.5% | +108.5% | -54.0% | +6.1% |
| 10Y | +314.2% | +241.4% | +72.9% | +78.9% |
| All | +314.2% | +239.8% | +74.5% | +78.9% |
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