+75.1%
ITOT vs PFG
+111.0%
-35.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | -1.5% | +2.9% | -4.3% | -2.8% |
| 3M | +3.6% | +6.7% | -3.2% | +0.3% |
| 6M | +13.7% | +33.8% | -20.1% | -0.7% |
| YTD | +12.9% | +35.0% | -22.0% | -2.1% |
| 1Y | +17.2% | +46.4% | -29.2% | -2.4% |
| 3Y | +75.6% | +71.7% | +4.0% | +33.4% |
| All | +75.1% | +111.0% | -35.9% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling