+285.5%
PFGC vs IAG
+427.6%
-142.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -4.8% | -1.1% | -3.7% | -4.7% |
| 30D | -12.5% | +12.1% | -24.7% | -13.2% |
| 3M | -9.7% | +25.5% | -35.3% | -11.1% |
| 6M | +7.0% | -7.1% | +14.1% | +6.9% |
| YTD | +4.5% | +22.9% | -18.4% | +2.3% |
| 1Y | -11.6% | +83.3% | -94.9% | -15.7% |
| 3Y | +58.5% | +808.5% | -750.0% | +34.2% |
| 5Y | +112.6% | +838.0% | -725.4% | +74.5% |
| All | +285.5% | +427.6% | -142.1% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling