-16.1%
IP vs PFG
+110.8%
-126.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.0% |
| 7D | -5.3% | +5.5% | -10.8% | -8.0% |
| 30D | -10.9% | +2.4% | -13.2% | -12.2% |
| 3M | +11.2% | +13.6% | -2.4% | +3.4% |
| 6M | -10.2% | +27.9% | -38.1% | -21.6% |
| YTD | -2.0% | +35.6% | -37.5% | -17.2% |
| 1Y | -19.1% | +48.5% | -67.6% | -35.1% |
| 3Y | +20.9% | +66.9% | -46.0% | -10.2% |
| All | -16.1% | +110.8% | -126.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling