+142.5%
IP vs PFG
+978.4%
-835.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.1% | -2.3% |
| 7D | -5.0% | -0.7% | -4.2% | -4.7% |
| 30D | +6.5% | +2.8% | +3.7% | +5.2% |
| 3M | -18.0% | -1.0% | -17.0% | -18.0% |
| 6M | +10.3% | +13.6% | -3.3% | +3.7% |
| YTD | -9.9% | +31.1% | -41.0% | -20.7% |
| 1Y | -1.1% | +43.8% | -44.9% | -16.4% |
| 3Y | +13.0% | +75.0% | -62.0% | -13.3% |
| 5Y | -12.3% | +95.2% | -107.5% | -36.9% |
| 10Y | +26.8% | +207.5% | -180.7% | -28.8% |
| All | +142.5% | +978.4% | -835.9% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling