+54.2%
IP vs PFGC
+477.3%
-423.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -5.0% | +12.5% | -17.4% | -7.6% |
| 30D | +6.5% | +17.0% | -10.4% | +2.7% |
| 3M | -18.0% | -2.1% | -16.0% | -17.9% |
| 6M | +10.3% | +25.9% | -15.6% | +4.5% |
| YTD | -9.9% | +22.0% | -31.9% | -14.4% |
| 1Y | -1.1% | +14.8% | -15.9% | -4.8% |
| 3Y | +13.0% | +80.8% | -67.8% | -1.6% |
| 5Y | -12.3% | +126.0% | -138.2% | -28.2% |
| 10Y | +26.8% | +363.8% | -336.9% | -7.1% |
| All | +54.2% | +477.3% | -423.1% | +10.9% |
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