+108.5%
PFG vs IAG
+804.8%
-696.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | +3.2% | +1.7% | +1.5% | +3.1% |
| 30D | +0.9% | +11.4% | -10.5% | +0.2% |
| 3M | +7.7% | +33.0% | -25.3% | +5.6% |
| 6M | +29.0% | -6.0% | +34.9% | +28.8% |
| YTD | +32.5% | +24.6% | +7.9% | +29.5% |
| 1Y | +47.3% | +105.0% | -57.7% | +39.0% |
| 3Y | +68.2% | +837.9% | -769.7% | +39.9% |
| 5Y | +108.5% | +817.0% | -708.5% | +56.9% |
| All | +108.5% | +804.8% | -696.4% | +56.9% |
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