+26.5%
IP vs PFGC
+347.9%
-321.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | -5.1% | +8.5% | -13.6% | -7.0% |
| 30D | +8.5% | +15.0% | -6.5% | +5.0% |
| 3M | -13.8% | -6.2% | -7.7% | -12.8% |
| 6M | +5.7% | +15.7% | -10.0% | +2.0% |
| YTD | -9.1% | +19.6% | -28.7% | -13.3% |
| 1Y | -0.8% | +13.2% | -14.0% | -4.3% |
| 3Y | +14.8% | +77.0% | -62.2% | +0.4% |
| 5Y | -11.5% | +121.5% | -133.0% | -27.4% |
| All | +26.5% | +347.9% | -321.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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