+89.0%
PFG vs IAG
+421.7%
-332.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | +2.4% | -7.7% | +10.1% | +2.9% |
| 30D | +5.9% | +1.6% | +4.3% | +5.6% |
| 3M | -0.4% | -2.4% | +2.0% | -0.5% |
| 6M | +14.8% | -7.8% | +22.7% | +14.8% |
| YTD | +31.9% | +5.0% | +26.9% | +30.1% |
| 1Y | +38.8% | +25.7% | +13.1% | +35.3% |
| 3Y | +82.4% | +694.5% | -612.1% | +54.1% |
| All | +89.0% | +421.7% | -332.7% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling