-48.7%
IONS vs PFG
+10.8%
-59.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.2% |
| 7D | -9.4% | -0.6% | -8.8% | -9.3% |
| 30D | -10.7% | +2.0% | -12.7% | -9.9% |
| 3M | -27.7% | -3.2% | -24.5% | -27.7% |
| 6M | -48.7% | +10.9% | -59.6% | -48.1% |
| All | -48.7% | +10.8% | -59.5% | -48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling