-97.2%
IRE vs PFGC
+10.3%
-107.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -1.2% |
| 7D | -15.5% | +10.8% | -26.4% | -11.0% |
| 30D | -70.4% | +17.8% | -88.2% | -69.4% |
| 3M | -81.6% | -2.7% | -78.9% | -80.0% |
| 6M | -94.7% | +20.0% | -114.7% | -95.6% |
| YTD | -91.8% | +24.3% | -116.1% | -92.4% |
| 1Y | -97.6% | +13.2% | -110.8% | -98.0% |
| All | -97.2% | +10.3% | -107.4% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling