+10.0%
IRM vs PFG
+27.7%
-17.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.2% |
| 7D | -0.5% | +5.5% | -6.0% | -2.6% |
| 30D | -8.1% | +2.4% | -10.4% | -9.0% |
| 3M | -9.7% | +13.6% | -23.2% | -14.8% |
| 6M | +10.0% | +27.9% | -17.9% | -2.9% |
| All | +10.0% | +27.7% | -17.7% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling