+26.5%
IP vs PBF
+276.6%
-250.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.4% | +4.2% | -2.1% |
| 7D | -5.1% | -13.8% | +8.7% | -3.1% |
| 30D | +8.5% | -19.6% | +28.1% | +11.5% |
| 3M | -13.8% | +10.3% | -24.1% | -15.9% |
| 6M | +5.7% | +63.4% | -57.7% | -3.9% |
| YTD | -9.1% | +152.6% | -161.7% | -24.5% |
| 1Y | -0.8% | +87.4% | -88.2% | -13.8% |
| 3Y | +14.8% | +63.3% | -48.5% | -2.3% |
| 5Y | -11.5% | +412.5% | -424.0% | -42.2% |
| All | +26.5% | +276.6% | -250.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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