+2,432.9%
IRM vs PFG
+1,003.0%
+1,430.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.0% | 0.0% | +3.0% |
| 7D | -3.8% | +2.3% | -6.0% | -4.2% |
| 30D | -3.2% | +7.6% | -10.8% | -5.0% |
| 3M | -7.8% | +2.5% | -10.3% | -8.4% |
| 6M | -12.7% | +16.6% | -29.3% | -16.3% |
| YTD | +36.7% | +34.1% | +2.6% | +25.9% |
| 1Y | +10.0% | +44.1% | -34.0% | -0.5% |
| 3Y | +107.2% | +86.3% | +21.0% | +74.0% |
| 5Y | +181.6% | +101.6% | +80.0% | +130.0% |
| 10Y | +481.1% | +197.9% | +283.3% | +309.7% |
| All | +2,432.9% | +1,003.0% | +1,430.0% | +982.2% |
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