-82.0%
IRE vs PFGC
-4.5%
-77.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -1.9% | +12.1% | +10.7% |
| 7D | +58.9% | -2.4% | +61.3% | +59.8% |
| 30D | +17.2% | -15.8% | +32.9% | +22.7% |
| 3M | -58.6% | -0.6% | -58.0% | -65.4% |
| 6M | -23.5% | +10.7% | -34.1% | -43.1% |
| YTD | -47.4% | +7.6% | -55.1% | -53.1% |
| All | -82.0% | -4.5% | -77.5% | -86.1% |
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