+419.1%
PFGC vs IBN
+324.3%
+94.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.7% |
| 30D | -11.9% | -0.3% | -11.6% | -11.9% |
| 3M | +5.0% | +17.1% | -12.1% | -0.8% |
| 6M | +8.6% | +3.4% | +5.2% | +7.1% |
| YTD | +9.7% | +2.5% | +7.2% | +8.3% |
| 1Y | -6.3% | -4.2% | -2.1% | -5.4% |
| 3Y | +58.2% | +32.4% | +25.8% | +40.4% |
| 5Y | +110.4% | +59.2% | +51.2% | +73.3% |
| 10Y | +272.8% | +345.7% | -72.9% | +150.9% |
| All | +419.1% | +324.3% | +94.8% | +269.4% |
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