+363.2%
PFGC vs IBN
+385.6%
-22.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +3.4% | +1.9% | +1.6% | +2.7% |
| 30D | +16.9% | +22.1% | -5.2% | +7.8% |
| 3M | +6.4% | +17.1% | -10.7% | -0.3% |
| 6M | +16.0% | +35.5% | -19.5% | +2.3% |
| YTD | +23.6% | +16.8% | +6.8% | +15.4% |
| 1Y | +16.6% | +12.4% | +4.2% | +10.6% |
| 3Y | +82.3% | +58.0% | +24.2% | +47.4% |
| 5Y | +138.7% | +73.7% | +65.0% | +84.0% |
| All | +363.2% | +385.6% | -22.4% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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