-97.8%
IRE vs PFGC
+13.7%
-111.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.0% | +41.6% | +39.0% |
| 7D | -27.2% | +8.5% | -35.7% | -24.7% |
| 30D | -75.1% | +15.0% | -90.1% | -74.9% |
| 3M | -77.9% | -6.2% | -71.7% | -76.3% |
| 6M | -94.6% | +15.7% | -110.3% | -95.7% |
| YTD | -91.5% | +19.6% | -111.1% | -92.4% |
| 1Y | -97.8% | +13.2% | -111.0% | -98.2% |
| All | -97.8% | +13.7% | -111.5% | -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