+6.1%
IOVA vs PFG
+239.4%
-233.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | +5.1% | +6.0% | -0.9% | +1.8% |
| 30D | +37.2% | +2.2% | +35.0% | +35.1% |
| 3M | +117.5% | +10.4% | +107.1% | +105.3% |
| 6M | +69.6% | +27.8% | +41.8% | +48.2% |
| YTD | +218.7% | +33.6% | +185.0% | +171.3% |
| 1Y | +265.5% | +49.3% | +216.2% | +192.8% |
| 3Y | +46.2% | +69.7% | -23.5% | +11.1% |
| 5Y | -63.2% | +111.3% | -174.6% | -75.1% |
| 10Y | +6.1% | +240.3% | -234.2% | -60.9% |
| All | +6.1% | +239.4% | -233.3% | -60.9% |
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