+419.1%
PFGC vs IAG
+1,256.3%
-837.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -11.9% | +28.9% | -40.8% | -13.1% |
| 3M | +5.0% | +19.1% | -14.1% | +3.8% |
| 6M | +8.6% | -10.3% | +18.9% | +8.6% |
| YTD | +9.7% | +24.2% | -14.5% | +7.8% |
| 1Y | -6.3% | +116.5% | -122.8% | -10.6% |
| 3Y | +58.2% | +742.8% | -684.6% | +39.1% |
| 5Y | +110.4% | +753.3% | -642.9% | +80.6% |
| 10Y | +272.8% | +403.2% | -130.4% | +226.2% |
| All | +419.1% | +1,256.3% | -837.2% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling