+69.7%
PFG vs IAG
+797.8%
-728.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.3% |
| 7D | +6.0% | +4.3% | +1.7% | +5.8% |
| 30D | +2.2% | +9.8% | -7.6% | +1.7% |
| 3M | +10.4% | +28.9% | -18.5% | +8.7% |
| 6M | +27.8% | -7.6% | +35.4% | +27.8% |
| YTD | +33.6% | +22.0% | +11.7% | +31.2% |
| 1Y | +49.3% | +99.5% | -50.2% | +42.0% |
| 3Y | +69.7% | +818.3% | -748.5% | +41.1% |
| All | +69.7% | +797.8% | -728.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling