+110.2%
PFG vs IFF
-35.8%
+146.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.4% | -3.2% | +2.7% | +0.5% |
| 30D | +2.9% | -0.3% | +3.2% | +2.9% |
| 3M | +6.7% | +8.4% | -1.7% | +3.6% |
| 6M | +33.8% | +23.0% | +10.7% | +23.6% |
| YTD | +35.0% | +25.5% | +9.5% | +23.1% |
| 1Y | +46.4% | +29.1% | +17.3% | +31.7% |
| 3Y | +71.7% | +31.7% | +40.0% | +49.4% |
| All | +110.2% | -35.8% | +146.0% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling