+22.4%
IP vs PFG
+189.4%
-166.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.7% |
| 7D | -2.8% | -2.2% | -0.5% | -1.6% |
| 30D | +9.2% | +6.4% | +2.8% | +5.6% |
| 3M | -16.1% | +2.2% | -18.4% | -17.5% |
| 6M | +9.6% | +16.3% | -6.7% | +0.1% |
| YTD | -8.8% | +33.2% | -42.0% | -22.9% |
| 1Y | -5.5% | +40.6% | -46.1% | -22.4% |
| 3Y | +19.6% | +83.3% | -63.7% | -16.4% |
| 5Y | -13.5% | +97.7% | -111.2% | -43.6% |
| 10Y | +22.4% | +189.9% | -167.4% | -40.3% |
| All | +22.4% | +189.4% | -166.9% | -40.3% |
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