+578.0%
PFG vs IAG
+377.5%
+200.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | +5.5% | -0.5% | +6.1% | +5.6% |
| 30D | +2.4% | +28.9% | -26.5% | +0.3% |
| 3M | +13.6% | +19.1% | -5.6% | +11.7% |
| 6M | +27.9% | -10.3% | +38.1% | +28.0% |
| YTD | +35.6% | +24.2% | +11.4% | +31.9% |
| 1Y | +48.5% | +116.5% | -68.0% | +38.0% |
| 3Y | +66.9% | +742.8% | -675.9% | +36.7% |
| 5Y | +111.0% | +753.3% | -642.4% | +67.3% |
| 10Y | +244.5% | +403.2% | -158.7% | +165.6% |
| All | +578.0% | +377.5% | +200.5% | +332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling