+465.8%
PFGC vs IONS
0.0%
+465.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.3% |
| 7D | +8.5% | -9.4% | +18.0% | +10.4% |
| 30D | +15.0% | -10.7% | +25.7% | +17.2% |
| 3M | -6.2% | -27.7% | +21.5% | -1.0% |
| 6M | +15.7% | -48.7% | +64.4% | +28.7% |
| YTD | +19.6% | -50.2% | +69.7% | +33.3% |
| 1Y | +13.2% | -46.8% | +60.0% | +24.5% |
| 3Y | +77.0% | -14.8% | +91.8% | +72.0% |
| 5Y | +121.5% | +17.0% | +104.5% | +97.5% |
| 10Y | +354.5% | +45.3% | +309.2% | +318.6% |
| All | +465.8% | 0.0% | +465.8% | +420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling