-4.2%
IP vs PFGC
+14.0%
-18.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | 0.0% | +15.0% | -15.0% | -4.6% |
| 30D | +9.4% | +17.0% | -7.6% | +3.8% |
| 3M | -14.1% | -2.5% | -11.6% | -13.3% |
| 6M | +9.2% | +19.2% | -10.0% | +3.4% |
| YTD | -7.5% | +23.4% | -31.0% | -18.4% |
| All | -4.2% | +14.0% | -18.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling