-97.1%
IRE vs PFG
+45.2%
-142.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.7% | +41.3% | +39.3% |
| 7D | -27.2% | -0.6% | -26.5% | -26.3% |
| 30D | -75.1% | +2.0% | -77.1% | -74.7% |
| 3M | -77.9% | -3.2% | -74.7% | -77.9% |
| 6M | -94.6% | +10.9% | -105.5% | -94.5% |
| YTD | -91.5% | +28.8% | -120.4% | -90.3% |
| 1Y | -97.8% | +39.2% | -137.0% | -97.1% |
| All | -97.1% | +45.2% | -142.3% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling