+556.4%
PFG vs IAG
+299.6%
+256.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.2% |
| 30D | +5.0% | -6.2% | +11.1% | +5.3% |
| 3M | +0.1% | -5.1% | +5.2% | +0.2% |
| 6M | +13.8% | -10.0% | +23.8% | +13.9% |
| YTD | +31.2% | +3.9% | +27.3% | +29.1% |
| 1Y | +37.1% | +18.9% | +18.2% | +33.3% |
| 3Y | +80.6% | +651.8% | -571.2% | +49.0% |
| 5Y | +93.7% | +416.3% | -322.6% | +59.5% |
| 10Y | +185.5% | +377.4% | -191.9% | +121.2% |
| All | +556.4% | +299.6% | +256.8% | +323.0% |
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