-97.4%
IRE vs PFGC
+12.0%
-109.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -1.4% |
| 7D | -15.5% | +10.8% | -26.4% | -11.6% |
| 30D | -70.4% | +17.8% | -88.2% | -69.8% |
| 3M | -81.6% | -2.7% | -78.9% | -80.0% |
| 6M | -94.7% | +20.0% | -114.7% | -95.8% |
| YTD | -91.8% | +24.3% | -116.1% | -92.7% |
| All | -97.4% | +12.0% | -109.4% | -97.9% |
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