+168.1%
IJR vs PFGC
+292.9%
-124.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -2.2% | -4.8% | +2.6% | -0.8% |
| 30D | -4.6% | -12.5% | +7.9% | -1.0% |
| 3M | +0.2% | -9.7% | +10.0% | +2.9% |
| 6M | +14.7% | +7.0% | +7.7% | +11.9% |
| YTD | +18.9% | +4.5% | +14.4% | +16.2% |
| 1Y | +19.9% | -11.6% | +31.5% | +22.7% |
| 3Y | +53.0% | +58.5% | -5.5% | +32.6% |
| 5Y | +40.9% | +112.6% | -71.7% | +10.9% |
| All | +168.1% | +292.9% | -124.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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