-98.0%
IRE vs PFG
+48.7%
-146.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.5% | -14.9% | -14.3% |
| 7D | -31.8% | +2.4% | -34.2% | -31.5% |
| 30D | -71.8% | +5.9% | -77.6% | -71.0% |
| 3M | -88.9% | -0.4% | -88.5% | -88.9% |
| 6M | -95.4% | +14.8% | -110.2% | -95.2% |
| YTD | -94.2% | +31.9% | -126.2% | -93.4% |
| 1Y | -97.1% | +38.8% | -135.9% | -96.4% |
| All | -98.0% | +48.7% | -146.7% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling