+77.0%
PFGC vs IONS
-16.4%
+93.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | +8.5% | -9.4% | +18.0% | +9.6% |
| 30D | +15.0% | -10.7% | +25.7% | +16.3% |
| 3M | -6.2% | -27.7% | +21.5% | -3.1% |
| 6M | +15.7% | -48.7% | +64.4% | +23.4% |
| YTD | +19.6% | -50.2% | +69.7% | +27.7% |
| 1Y | +13.2% | -46.8% | +60.0% | +19.8% |
| 3Y | +77.0% | -14.8% | +91.8% | +69.1% |
| All | +77.0% | -16.4% | +93.3% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling