+13.4%
PFGC vs IFF
+44.8%
-31.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -4.9% | +18.4% | +14.6% |
| 7D | +13.9% | -3.3% | +17.1% | +14.5% |
| 30D | +18.4% | +5.3% | +13.1% | +16.2% |
| 3M | -2.5% | +8.9% | -11.4% | -5.5% |
| 6M | +26.0% | +26.3% | -0.3% | +15.3% |
| YTD | +21.9% | +32.2% | -10.3% | +14.3% |
| 1Y | +13.4% | +45.8% | -32.4% | +5.2% |
| All | +13.4% | +44.8% | -31.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling