+59.0%
IBN vs PFG
+84.5%
-25.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +11.1% | -2.2% | +13.4% | +11.6% |
| 30D | +23.9% | +6.4% | +17.5% | +22.0% |
| 3M | +16.3% | +2.2% | +14.1% | +15.4% |
| 6M | +34.2% | +16.3% | +18.0% | +29.1% |
| YTD | +17.6% | +33.2% | -15.7% | +9.6% |
| 1Y | +13.8% | +40.6% | -26.8% | +4.9% |
| All | +59.0% | +84.5% | -25.4% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling