-25.7%
IREN vs PFGC
+144.2%
-169.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.3% |
| 7D | -16.0% | +3.4% | -19.4% | -17.6% |
| 30D | -40.5% | +16.9% | -57.5% | -47.1% |
| 3M | -59.4% | +6.4% | -65.8% | -61.8% |
| 6M | -67.1% | +16.0% | -83.1% | -71.7% |
| YTD | -51.9% | +23.6% | -75.5% | -60.4% |
| 1Y | -62.7% | +16.6% | -79.3% | -68.2% |
| 3Y | +507.7% | +82.3% | +425.4% | +275.5% |
| All | -25.7% | +144.2% | -169.9% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling