+39.8%
IJR vs PFGC
+110.3%
-70.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -2.2% | -4.8% | +2.6% | -0.4% |
| 30D | -4.6% | -12.5% | +7.9% | +0.1% |
| 3M | +0.2% | -9.7% | +10.0% | +3.6% |
| 6M | +14.7% | +7.0% | +7.7% | +10.7% |
| YTD | +18.9% | +4.5% | +14.4% | +14.8% |
| 1Y | +19.9% | -11.6% | +31.5% | +23.7% |
| 3Y | +53.0% | +58.5% | -5.5% | +24.3% |
| All | +39.8% | +110.3% | -70.5% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling