+14.8%
IP vs PFG
+72.1%
-57.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.7% |
| 7D | -5.1% | -0.6% | -4.4% | -4.8% |
| 30D | +8.5% | +2.0% | +6.5% | +7.4% |
| 3M | -13.8% | -3.2% | -10.7% | -12.8% |
| 6M | +5.7% | +10.9% | -5.2% | -1.0% |
| YTD | -9.1% | +28.8% | -38.0% | -22.0% |
| 1Y | -0.8% | +39.2% | -40.0% | -18.5% |
| 3Y | +14.8% | +75.0% | -60.2% | -25.8% |
| All | +14.8% | +72.1% | -57.3% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling