+6,305.4%
IBN vs PFG
+979.8%
+5,325.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | +20.5% | +5.0% | +15.5% | +17.6% |
| 3M | +15.2% | +0.1% | +15.2% | +14.6% |
| 6M | +34.5% | +13.8% | +20.7% | +25.6% |
| YTD | +16.4% | +31.2% | -14.9% | +1.2% |
| 1Y | +13.5% | +37.1% | -23.5% | -3.4% |
| 3Y | +55.4% | +80.6% | -25.2% | +12.4% |
| 5Y | +73.1% | +93.7% | -20.6% | +17.7% |
| 10Y | +383.7% | +185.5% | +198.2% | +146.7% |
| All | +6,305.4% | +979.8% | +5,325.6% | +1,931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling