+17.6%
IP vs PFG
+184.0%
-166.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -0.3% | +2.4% | -2.7% | -1.5% |
| 30D | +7.9% | +5.9% | +2.1% | +4.7% |
| 3M | -15.3% | -0.4% | -14.9% | -15.5% |
| 6M | +10.5% | +14.8% | -4.3% | +1.7% |
| YTD | -9.4% | +31.9% | -41.3% | -23.0% |
| 1Y | -4.6% | +38.8% | -43.4% | -21.2% |
| 3Y | +21.2% | +82.4% | -61.2% | -15.1% |
| 5Y | -13.3% | +94.7% | -108.0% | -43.0% |
| All | +17.6% | +184.0% | -166.3% | -42.4% |
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