+24.2%
IJR vs PFG
+46.8%
-22.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | 0.0% |
| 7D | +2.3% | +4.9% | -2.6% | +0.7% |
| 30D | +2.8% | +5.7% | -2.8% | +1.0% |
| 3M | -4.6% | +2.6% | -7.2% | -5.6% |
| 6M | +5.7% | +19.8% | -14.1% | -2.8% |
| YTD | +19.9% | +36.3% | -16.4% | +3.0% |
| 1Y | +24.2% | +47.9% | -23.7% | +2.5% |
| All | +24.2% | +46.8% | -22.7% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling