+108.7%
PFGC vs IBN
+54.0%
+54.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | -3.7% | -5.1% | +1.4% | -1.5% |
| 30D | -16.0% | -3.5% | -12.4% | -14.7% |
| 3M | -4.1% | +11.3% | -15.4% | -8.6% |
| 6M | +8.7% | +4.4% | +4.3% | +6.3% |
| YTD | +6.4% | -1.8% | +8.2% | +6.5% |
| 1Y | -8.4% | -8.0% | -0.4% | -5.9% |
| 3Y | +61.8% | +27.1% | +34.7% | +39.1% |
| 5Y | +108.7% | +54.5% | +54.2% | +51.8% |
| All | +108.7% | +54.0% | +54.7% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling