+409.4%
PFGC vs IFF
+8.8%
+400.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -15.8% | -0.3% | -15.4% | -15.7% |
| 3M | -0.6% | +18.6% | -19.2% | -8.4% |
| 6M | +10.7% | +17.4% | -6.7% | +1.6% |
| YTD | +7.6% | +28.5% | -20.8% | -5.4% |
| 1Y | -7.8% | +32.5% | -40.3% | -20.5% |
| 3Y | +63.7% | +34.1% | +29.7% | +34.0% |
| 5Y | +112.3% | -35.2% | +147.4% | +143.7% |
| 10Y | +286.7% | -21.1% | +307.8% | +280.3% |
| All | +409.4% | +8.8% | +400.6% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling