+67.7%
IP vs PFGC
+419.1%
-351.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -5.3% | -2.2% | -3.1% | -4.8% |
| 30D | -10.9% | -11.9% | +1.1% | -8.3% |
| 3M | +11.2% | +5.0% | +6.2% | +9.9% |
| 6M | -10.2% | +8.6% | -18.8% | -12.0% |
| YTD | -2.0% | +9.7% | -11.7% | -4.5% |
| 1Y | -19.1% | -6.3% | -12.8% | -18.3% |
| 3Y | +20.9% | +58.2% | -37.4% | +8.6% |
| 5Y | -17.8% | +110.4% | -128.2% | -31.6% |
| 10Y | +23.5% | +272.8% | -249.2% | -5.3% |
| All | +67.7% | +419.1% | -351.4% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling