+581.6%
IRM vs PFGC
+419.1%
+162.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.7% |
| 7D | -0.5% | -2.2% | +1.7% | 0.0% |
| 30D | -8.1% | -11.9% | +3.9% | -5.9% |
| 3M | -9.7% | +5.0% | -14.7% | -10.8% |
| 6M | +10.0% | +8.6% | +1.4% | +7.8% |
| YTD | +43.0% | +9.7% | +33.3% | +39.6% |
| 1Y | +32.7% | -6.3% | +39.0% | +33.4% |
| 3Y | +102.7% | +58.2% | +44.5% | +83.3% |
| 5Y | +187.6% | +110.4% | +77.1% | +143.1% |
| 10Y | +420.1% | +272.8% | +147.4% | +292.5% |
| All | +581.6% | +419.1% | +162.5% | +395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling