-97.7%
IRE vs PFGC
+8.5%
-106.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.1% | -12.4% | -13.8% |
| 7D | +11.1% | +0.3% | +10.9% | +11.4% |
| 30D | -75.2% | +16.1% | -91.3% | -74.5% |
| 3M | -86.4% | +2.4% | -88.7% | -85.6% |
| 6M | -94.8% | +15.7% | -110.5% | -95.7% |
| YTD | -93.3% | +22.3% | -115.6% | -93.8% |
| 1Y | -97.5% | +13.9% | -111.3% | -97.9% |
| All | -97.7% | +8.5% | -106.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling