+99.2%
IYR vs PFGC
+409.4%
-310.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | -0.4% | -2.4% | +2.0% | +0.1% |
| 30D | -2.5% | -15.8% | +13.2% | +0.9% |
| 3M | +1.5% | -0.6% | +2.1% | +1.4% |
| 6M | +3.9% | +10.7% | -6.8% | +1.4% |
| YTD | +9.5% | +7.6% | +1.9% | +7.2% |
| 1Y | +7.5% | -7.8% | +15.3% | +8.4% |
| 3Y | +30.8% | +63.7% | -32.9% | +16.3% |
| 5Y | +4.8% | +112.3% | -107.5% | -13.1% |
| 10Y | +64.3% | +286.7% | -222.4% | +19.4% |
| All | +99.2% | +409.4% | -310.2% | +40.1% |
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