+69.6%
PBR vs IP
-18.9%
+88.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -1.6% |
| 7D | +8.6% | -5.3% | +13.8% | +8.0% |
| 30D | +12.8% | -10.9% | +23.7% | +11.5% |
| 3M | +14.7% | +11.2% | +3.5% | +15.5% |
| 6M | +25.2% | -10.2% | +35.4% | +26.8% |
| YTD | +77.1% | -2.0% | +79.1% | +77.2% |
| 1Y | +69.6% | -19.1% | +88.7% | +69.2% |
| All | +69.6% | -18.9% | +88.4% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling