-8.7%
IP vs PBF
+467.1%
-475.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.7% | +8.2% | +2.0% |
| 7D | +3.4% | -0.9% | +4.3% | +3.4% |
| 30D | +11.2% | -13.7% | +24.9% | +12.2% |
| 3M | -14.8% | +10.6% | -25.4% | -15.9% |
| 6M | +17.3% | +61.2% | -43.9% | +11.6% |
| YTD | -6.2% | +172.7% | -178.9% | -16.8% |
| 1Y | +2.3% | +111.0% | -108.7% | -6.8% |
| 3Y | +17.7% | +73.6% | -55.9% | +4.5% |
| All | -8.7% | +467.1% | -475.8% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling