+2,549.7%
IRM vs PFG
+1,015.3%
+1,534.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.0% |
| 7D | -0.5% | +5.5% | -6.0% | -1.9% |
| 30D | -8.1% | +2.4% | -10.4% | -8.7% |
| 3M | -9.7% | +13.6% | -23.2% | -12.8% |
| 6M | +10.0% | +27.9% | -17.9% | +2.8% |
| YTD | +43.0% | +35.6% | +7.4% | +31.3% |
| 1Y | +32.7% | +48.5% | -15.8% | +18.9% |
| 3Y | +102.7% | +66.9% | +35.9% | +75.1% |
| 5Y | +187.6% | +111.0% | +76.6% | +132.0% |
| 10Y | +420.1% | +244.5% | +175.6% | +254.2% |
| All | +2,549.7% | +1,015.3% | +1,534.4% | +1,028.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling