+46.4%
PFG vs IFF
+33.4%
+13.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -0.4% | -3.2% | +2.7% | -0.1% |
| 30D | +2.9% | -0.3% | +3.2% | +2.9% |
| 3M | +6.7% | +8.4% | -1.7% | +5.7% |
| 6M | +33.8% | +23.0% | +10.7% | +30.9% |
| YTD | +35.0% | +25.5% | +9.5% | +31.1% |
| 1Y | +46.4% | +29.1% | +17.3% | +39.6% |
| All | +46.4% | +33.4% | +13.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling