+40.3%
IOVA vs PFGC
+484.2%
-443.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -8.5% | +15.0% | -23.5% | -13.2% |
| 30D | -44.7% | +17.0% | -61.7% | -48.2% |
| 3M | +26.2% | -2.5% | +28.7% | +25.7% |
| 6M | +123.2% | +19.2% | +104.0% | +106.0% |
| YTD | +196.0% | +23.4% | +172.5% | +167.5% |
| 1Y | +240.9% | +13.9% | +227.1% | +217.1% |
| 3Y | +103.5% | +82.0% | +21.5% | +62.4% |
| 5Y | -65.5% | +128.7% | -194.1% | -74.8% |
| 10Y | +7.0% | +361.5% | -354.5% | -44.8% |
| All | +40.3% | +484.2% | -443.9% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling