+973.4%
PFG vs IFF
+420.3%
+553.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +2.2% | -0.3% | +2.5% | +2.2% |
| 3M | +10.4% | +18.6% | -8.2% | -3.6% |
| 6M | +27.8% | +17.4% | +10.4% | +9.2% |
| YTD | +33.6% | +28.5% | +5.2% | +5.8% |
| 1Y | +49.3% | +32.5% | +16.8% | +14.2% |
| 3Y | +69.7% | +34.1% | +35.7% | +20.9% |
| 5Y | +111.3% | -35.2% | +146.5% | +141.3% |
| 10Y | +240.3% | -21.1% | +261.4% | +189.5% |
| All | +973.4% | +420.3% | +553.2% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling