+5,543.6%
IBN vs PFG
+1,015.3%
+4,528.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | +1.4% | +5.5% | -4.1% | -1.3% |
| 30D | -0.3% | +2.4% | -2.7% | -1.7% |
| 3M | +17.1% | +13.6% | +3.5% | +9.8% |
| 6M | +3.4% | +27.9% | -24.5% | -8.4% |
| YTD | +2.5% | +35.6% | -33.0% | -11.9% |
| 1Y | -4.2% | +48.5% | -52.6% | -21.6% |
| 3Y | +32.4% | +66.9% | -34.5% | -0.5% |
| 5Y | +59.2% | +111.0% | -51.8% | +3.9% |
| 10Y | +345.7% | +244.5% | +101.2% | +108.0% |
| All | +5,543.6% | +1,015.3% | +4,528.3% | +1,667.6% |
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