+423.6%
IRM vs PFGC
+294.6%
+129.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -1.8% | -4.8% | +3.0% | -0.9% |
| 30D | -7.8% | -17.2% | +9.5% | -4.4% |
| 3M | -7.9% | -6.3% | -1.5% | -6.9% |
| 6M | +6.3% | +8.8% | -2.5% | +4.1% |
| YTD | +38.2% | +4.9% | +33.2% | +36.0% |
| 1Y | +19.8% | -9.5% | +29.3% | +21.3% |
| 3Y | +98.8% | +59.6% | +39.2% | +79.3% |
| 5Y | +191.8% | +113.5% | +78.3% | +145.8% |
| All | +423.6% | +294.6% | +129.0% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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