+82.3%
PFGC vs IAG
+663.0%
-580.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.0% |
| 7D | +3.4% | -7.7% | +11.1% | +3.9% |
| 30D | +16.9% | +1.6% | +15.3% | +16.7% |
| 3M | +6.4% | -2.4% | +8.8% | +6.3% |
| 6M | +16.0% | -7.8% | +23.8% | +16.0% |
| YTD | +23.6% | +5.0% | +18.6% | +22.1% |
| 1Y | +16.6% | +25.7% | -9.1% | +14.1% |
| 3Y | +82.3% | +694.5% | -612.2% | +59.8% |
| All | +82.3% | +663.0% | -580.7% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling