-97.7%
IRE vs PFG
+46.8%
-144.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.1% | -27.4% | -22.2% |
| 7D | -46.8% | +4.9% | -51.7% | -46.0% |
| 30D | -75.5% | +5.7% | -81.2% | -75.1% |
| 3M | -79.4% | +2.6% | -82.0% | -79.4% |
| 6M | -91.3% | +19.8% | -111.1% | -91.2% |
| YTD | -90.8% | +36.3% | -127.1% | -89.9% |
| 1Y | -97.7% | +47.9% | -145.6% | -97.2% |
| All | -97.7% | +46.8% | -144.5% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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