-97.4%
IRE vs PFG
+43.7%
-141.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -2.5% |
| 7D | -15.5% | +2.3% | -17.8% | -14.3% |
| 30D | -70.4% | +7.6% | -78.0% | -70.1% |
| 3M | -81.6% | +2.5% | -84.1% | -81.5% |
| 6M | -94.7% | +16.6% | -111.3% | -94.9% |
| YTD | -91.8% | +34.1% | -125.8% | -91.9% |
| All | -97.4% | +43.7% | -141.1% | -97.5% |
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