-38.8%
IONS vs PFG
+184.0%
-222.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.9% | +6.3% |
| 7D | -26.3% | +2.4% | -28.7% | -27.1% |
| 30D | -31.9% | +5.9% | -37.8% | -33.4% |
| 3M | -48.0% | -0.4% | -47.5% | -48.3% |
| 6M | -62.6% | +14.8% | -77.4% | -64.6% |
| YTD | -63.3% | +31.9% | -95.2% | -66.8% |
| 1Y | -58.4% | +38.8% | -97.2% | -63.1% |
| 3Y | -38.2% | +82.4% | -120.6% | -50.7% |
| 5Y | -11.1% | +94.7% | -105.8% | -32.1% |
| All | -38.8% | +184.0% | -222.8% | -64.7% |
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