-82.0%
IRE vs PFG
+50.6%
-132.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -1.4% | +11.6% | +10.0% |
| 7D | +58.9% | +6.0% | +52.9% | +59.7% |
| 30D | +17.2% | +2.2% | +14.9% | +16.5% |
| 3M | -58.6% | +10.4% | -69.0% | -58.0% |
| 6M | -23.5% | +27.8% | -51.2% | -20.9% |
| YTD | -47.4% | +33.6% | -81.1% | -40.2% |
| All | -82.0% | +50.6% | -132.6% | -72.9% |
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