-83.7%
IRE vs PFGC
-2.7%
-81.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.5% | +14.5% | +14.1% |
| 7D | +54.8% | -2.2% | +57.0% | +55.6% |
| 30D | +18.4% | -11.9% | +30.3% | +22.0% |
| 3M | -66.7% | +5.0% | -71.7% | -73.9% |
| 6M | -52.3% | +8.6% | -60.9% | -63.3% |
| YTD | -52.3% | +9.7% | -62.0% | -57.7% |
| All | -83.7% | -2.7% | -81.0% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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