+1,943.9%
PBR vs IAG
+368.9%
+1,575.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.9% |
| 7D | +2.5% | +4.3% | -1.8% | +1.5% |
| 30D | +19.4% | +9.8% | +9.6% | +16.5% |
| 3M | +20.8% | +28.9% | -8.1% | +12.4% |
| 6M | +23.5% | -7.6% | +31.1% | +21.9% |
| YTD | +83.4% | +22.0% | +61.4% | +67.9% |
| 1Y | +77.6% | +99.5% | -21.9% | +43.2% |
| 3Y | +99.9% | +818.3% | -718.4% | +3.8% |
| 5Y | +567.7% | +785.9% | -218.2% | +218.6% |
| 10Y | +621.5% | +381.1% | +240.4% | +229.9% |
| All | +1,943.9% | +368.9% | +1,575.1% | +522.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling