-97.3%
IRE vs PFG
+50.2%
-147.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.1% | +13.2% | +11.9% |
| 7D | -15.1% | -2.2% | -12.9% | -15.0% |
| 30D | -71.4% | +6.4% | -77.7% | -70.6% |
| 3M | -81.2% | +2.2% | -83.4% | -81.0% |
| 6M | -93.7% | +16.3% | -110.0% | -93.5% |
| YTD | -92.2% | +33.2% | -125.5% | -91.0% |
| 1Y | -97.3% | +40.6% | -137.9% | -96.5% |
| All | -97.3% | +50.2% | -147.5% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling