+1,057.8%
IJR vs PFG
+989.9%
+67.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -1.1% | +3.2% | -4.3% | -2.4% |
| 30D | -3.6% | +0.9% | -4.6% | -4.1% |
| 3M | +2.3% | +7.7% | -5.4% | -0.8% |
| 6M | +14.3% | +29.0% | -14.6% | +3.7% |
| YTD | +19.3% | +32.5% | -13.2% | +7.0% |
| 1Y | +22.6% | +47.3% | -24.7% | +5.7% |
| 3Y | +53.5% | +68.2% | -14.7% | +25.9% |
| 5Y | +39.9% | +108.5% | -68.5% | +5.5% |
| 10Y | +172.1% | +241.4% | -69.3% | +67.5% |
| All | +1,057.8% | +989.9% | +67.9% | +311.2% |
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