+298.1%
PFGC vs IONS
+84.6%
+213.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -3.7% | -8.7% | +4.9% | -1.8% |
| 30D | -16.0% | -1.6% | -14.3% | -15.8% |
| 3M | -4.1% | -24.9% | +20.7% | +0.8% |
| 6M | +8.7% | -25.7% | +34.4% | +14.4% |
| YTD | +6.4% | -29.2% | +35.5% | +12.9% |
| 1Y | -8.4% | -13.0% | +4.6% | -7.6% |
| 3Y | +61.8% | +35.9% | +25.8% | +38.7% |
| 5Y | +108.7% | +54.5% | +54.2% | +67.0% |
| 10Y | +298.1% | +93.1% | +205.0% | +231.6% |
| All | +298.1% | +84.6% | +213.5% | +231.6% |
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