+471.6%
PBR vs IP
+31.6%
+440.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -2.1% |
| 7D | -13.3% | -3.0% | -10.3% | -12.3% |
| 30D | -27.5% | +10.6% | -38.1% | -30.7% |
| 3M | +5.2% | -13.6% | +18.7% | +10.4% |
| 6M | -6.4% | +10.4% | -16.8% | -13.6% |
| YTD | +61.6% | -6.5% | +68.1% | +55.6% |
| 1Y | +48.9% | -2.1% | +51.0% | +39.5% |
| 3Y | +70.0% | +22.0% | +48.0% | +26.1% |
| 5Y | +469.0% | -9.7% | +478.7% | +392.6% |
| 10Y | +471.6% | +26.8% | +444.8% | +341.6% |
| All | +471.6% | +31.6% | +440.0% | +341.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling