+512.6%
IRM vs PFG
+189.4%
+323.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | -5.3% | -2.2% | -3.0% | -4.3% |
| 30D | -2.3% | +6.4% | -8.7% | -4.5% |
| 3M | -7.4% | +2.2% | -9.7% | -8.3% |
| 6M | -12.2% | +16.3% | -28.5% | -17.6% |
| YTD | +38.6% | +33.2% | +5.4% | +22.8% |
| 1Y | +14.9% | +40.6% | -25.7% | -0.4% |
| 3Y | +108.2% | +83.3% | +24.8% | +60.2% |
| 5Y | +183.8% | +97.7% | +86.1% | +109.0% |
| 10Y | +512.6% | +189.9% | +322.7% | +238.7% |
| All | +512.6% | +189.4% | +323.2% | +238.7% |
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