+47.7%
IONS vs PFG
+67.7%
-20.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.3% |
| 7D | -4.8% | +5.5% | -10.4% | -6.2% |
| 30D | +7.2% | +2.4% | +4.8% | +6.5% |
| 3M | -22.7% | +13.6% | -36.3% | -25.5% |
| 6M | -26.9% | +27.9% | -54.8% | -32.1% |
| YTD | -26.6% | +35.6% | -62.1% | -32.9% |
| 1Y | -2.1% | +48.5% | -50.6% | -13.1% |
| All | +47.7% | +67.7% | -20.0% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling