-98.0%
IRE vs PFGC
+9.7%
-107.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.1% | -15.5% | -14.0% |
| 7D | -31.8% | +3.4% | -35.3% | -31.1% |
| 30D | -71.8% | +16.9% | -88.7% | -70.8% |
| 3M | -88.9% | +6.4% | -95.3% | -88.3% |
| 6M | -95.4% | +16.0% | -111.4% | -96.0% |
| YTD | -94.2% | +23.6% | -117.9% | -94.7% |
| 1Y | -97.1% | +16.6% | -113.7% | -97.6% |
| All | -98.0% | +9.7% | -107.7% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling