+168.1%
IJR vs PFG
+251.1%
-83.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | 0.0% |
| 7D | -2.2% | -0.4% | -1.7% | -1.9% |
| 30D | -4.6% | +2.9% | -7.5% | -6.3% |
| 3M | +0.2% | +6.7% | -6.5% | -3.8% |
| 6M | +14.7% | +33.8% | -19.1% | -2.8% |
| YTD | +18.9% | +35.0% | -16.1% | -0.1% |
| 1Y | +19.9% | +46.4% | -26.5% | -3.8% |
| 3Y | +53.0% | +71.7% | -18.6% | +11.6% |
| 5Y | +40.9% | +113.7% | -72.8% | -10.4% |
| All | +168.1% | +251.1% | -83.0% | +18.6% |
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 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