-12.4%
IP vs PFGC
+121.6%
-134.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | -5.1% | +8.5% | -13.6% | -7.9% |
| 30D | +8.5% | +15.0% | -6.5% | +3.2% |
| 3M | -13.8% | -6.2% | -7.7% | -12.3% |
| 6M | +5.7% | +15.7% | -10.0% | +0.1% |
| YTD | -9.1% | +19.6% | -28.7% | -15.6% |
| 1Y | -0.8% | +13.2% | -14.0% | -6.2% |
| 3Y | +14.8% | +77.0% | -62.2% | -6.2% |
| All | -12.4% | +121.6% | -134.0% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling