+363.2%
PFGC vs IONS
-32.1%
+395.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | -0.4% |
| 7D | +3.4% | -26.3% | +29.7% | +9.7% |
| 30D | +16.9% | -31.9% | +48.9% | +26.3% |
| 3M | +6.4% | -48.0% | +54.4% | +22.1% |
| 6M | +16.0% | -62.6% | +78.6% | +42.0% |
| YTD | +23.6% | -63.3% | +86.9% | +51.6% |
| 1Y | +16.6% | -58.4% | +75.0% | +38.3% |
| 3Y | +82.3% | -38.2% | +120.5% | +85.4% |
| 5Y | +138.7% | -11.1% | +149.8% | +108.9% |
| All | +363.2% | -32.1% | +395.3% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling