+255.7%
IOVA vs PFGC
-8.5%
+264.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.0% |
| 7D | -2.2% | -3.7% | +1.5% | -1.8% |
| 30D | +31.7% | -16.0% | +47.7% | +33.8% |
| 3M | +117.3% | -4.1% | +121.4% | +118.3% |
| 6M | +55.8% | +8.7% | +47.1% | +53.0% |
| YTD | +208.8% | +6.4% | +202.4% | +212.6% |
| 1Y | +255.7% | -8.4% | +264.1% | +276.3% |
| All | +255.7% | -8.5% | +264.2% | +276.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling