-9.7%
IP vs PFG
+101.8%
-111.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +0.8% |
| 7D | -3.0% | +2.3% | -5.3% | -4.2% |
| 30D | +10.6% | +7.6% | +3.0% | +6.6% |
| 3M | -13.6% | +2.5% | -16.1% | -15.0% |
| 6M | +10.4% | +16.6% | -6.2% | +1.1% |
| YTD | -6.5% | +34.1% | -40.5% | -20.7% |
| 1Y | -2.1% | +44.1% | -46.2% | -20.1% |
| 3Y | +22.0% | +86.3% | -64.3% | -14.4% |
| 5Y | -9.7% | +101.6% | -111.3% | -40.4% |
| All | -9.7% | +101.8% | -111.5% | -40.4% |
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