-97.7%
IRE vs PFGC
+12.5%
-110.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +13.5% | -36.8% | -19.9% |
| 7D | -46.8% | +13.9% | -60.7% | -45.1% |
| 30D | -75.5% | +18.4% | -93.9% | -75.1% |
| 3M | -79.4% | -2.5% | -76.9% | -78.1% |
| 6M | -91.3% | +26.0% | -117.3% | -93.4% |
| YTD | -90.8% | +21.9% | -112.7% | -91.6% |
| 1Y | -97.7% | +13.4% | -111.1% | -98.2% |
| All | -97.7% | +12.5% | -110.2% | -98.2% |
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