+1,678.6%
PBR vs IFF
+480.0%
+1,198.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +4.2% | -2.8% | +7.0% | +5.8% |
| 30D | +22.7% | -1.1% | +23.9% | +23.2% |
| 3M | +21.5% | +13.8% | +7.7% | +11.4% |
| 6M | +24.0% | +16.7% | +7.3% | +8.2% |
| YTD | +88.2% | +26.1% | +62.1% | +55.5% |
| 1Y | +74.8% | +33.5% | +41.3% | +38.5% |
| 3Y | +105.1% | +31.6% | +73.5% | +55.7% |
| 5Y | +572.2% | -34.9% | +607.1% | +624.0% |
| 10Y | +692.7% | -20.3% | +713.0% | +595.6% |
| All | +1,678.6% | +480.0% | +1,198.6% | +470.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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