+61.3%
PFGC vs IAG
+817.0%
-755.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -3.7% | +1.7% | -5.4% | -3.8% |
| 30D | -16.0% | +11.4% | -27.4% | -16.4% |
| 3M | -4.1% | +33.0% | -37.2% | -5.7% |
| 6M | +8.7% | -6.0% | +14.7% | +8.3% |
| YTD | +6.4% | +24.6% | -18.2% | +4.3% |
| 1Y | -8.4% | +105.0% | -113.4% | -12.6% |
| All | +61.3% | +817.0% | -755.6% | +38.5% |
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