+91.9%
IREN vs PFGC
+112.6%
-20.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +6.2% |
| 7D | +27.5% | -2.4% | +29.9% | +29.3% |
| 30D | +13.8% | -15.8% | +29.6% | +25.8% |
| 3M | -20.7% | -0.6% | -20.1% | -23.4% |
| 6M | +27.9% | +10.7% | +17.2% | +14.5% |
| YTD | +24.3% | +7.6% | +16.6% | +13.7% |
| 1Y | +79.2% | -7.8% | +87.0% | +80.6% |
| 3Y | +904.9% | +63.7% | +841.2% | +578.9% |
| All | +91.9% | +112.6% | -20.7% | +8.9% |
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 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