+214.0%
IJR vs PFGC
+403.3%
-189.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -1.1% | -3.7% | +2.6% | -0.1% |
| 30D | -3.6% | -16.0% | +12.3% | +1.0% |
| 3M | +2.3% | -4.1% | +6.5% | +3.2% |
| 6M | +14.3% | +8.7% | +5.6% | +11.1% |
| YTD | +19.3% | +6.4% | +12.9% | +16.1% |
| 1Y | +22.6% | -8.4% | +31.0% | +24.2% |
| 3Y | +53.5% | +61.8% | -8.2% | +32.6% |
| 5Y | +39.9% | +108.7% | -68.8% | +10.9% |
| 10Y | +172.1% | +298.1% | -126.1% | +80.0% |
| All | +214.0% | +403.3% | -189.3% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling