+85.0%
IP vs PBF
+303.9%
-218.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | -5.3% | +4.3% | -9.6% | -5.9% |
| 30D | -10.9% | +22.0% | -32.8% | -13.7% |
| 3M | +11.2% | +74.5% | -63.3% | +0.9% |
| 6M | -10.2% | +67.7% | -77.9% | -19.2% |
| YTD | -2.0% | +179.2% | -181.2% | -19.4% |
| 1Y | -19.1% | +170.0% | -189.1% | -33.8% |
| 3Y | +20.9% | +66.4% | -45.5% | +3.2% |
| 5Y | -17.8% | +764.5% | -782.3% | -51.2% |
| 10Y | +23.5% | +358.5% | -335.0% | -33.4% |
| All | +85.0% | +303.9% | -218.9% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling