+439.6%
IRM vs PFG
+239.8%
+199.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | +3.0% | +3.2% | -0.2% | +1.7% |
| 30D | -5.2% | +0.9% | -6.2% | -5.7% |
| 3M | -8.0% | +7.7% | -15.7% | -10.9% |
| 6M | +9.2% | +29.0% | -19.8% | -1.5% |
| YTD | +41.0% | +32.5% | +8.5% | +25.3% |
| 1Y | +23.3% | +47.3% | -24.1% | +4.9% |
| 3Y | +102.8% | +68.2% | +34.6% | +61.9% |
| 5Y | +192.8% | +108.5% | +84.3% | +112.0% |
| 10Y | +439.6% | +241.4% | +198.3% | +193.3% |
| All | +439.6% | +239.8% | +199.9% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling