+485.1%
PFGC vs IBN
+383.4%
+101.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.4% | +1.9% | +1.6% | +2.7% |
| 30D | +16.9% | +22.1% | -5.2% | +8.9% |
| 3M | +6.4% | +17.1% | -10.7% | +0.5% |
| 6M | +16.0% | +35.5% | -19.5% | +3.9% |
| YTD | +23.6% | +16.8% | +6.8% | +16.5% |
| 1Y | +16.6% | +12.4% | +4.2% | +11.3% |
| 3Y | +82.3% | +58.0% | +24.2% | +51.8% |
| 5Y | +138.7% | +73.7% | +65.0% | +91.0% |
| 10Y | +352.8% | +385.6% | -32.7% | +192.5% |
| All | +485.1% | +383.4% | +101.7% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling