+104.3%
PBR vs IAG
+796.9%
-692.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.3% | +2.3% |
| 7D | +4.2% | -4.1% | +8.3% | +4.5% |
| 30D | +22.7% | +10.6% | +12.1% | +21.6% |
| 3M | +21.5% | +35.4% | -13.9% | +18.0% |
| 6M | +24.0% | -9.5% | +33.5% | +24.6% |
| YTD | +88.2% | +21.8% | +66.4% | +82.5% |
| 1Y | +74.8% | +84.1% | -9.3% | +61.0% |
| All | +104.3% | +796.9% | -692.6% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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