+461.2%
PBR vs IP
-11.8%
+473.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -13.3% | 0.0% | -13.3% | -13.3% |
| 30D | -27.7% | +9.4% | -37.1% | -28.5% |
| 3M | +2.7% | -14.1% | +16.7% | +4.3% |
| 6M | -6.7% | +9.2% | -15.9% | -9.1% |
| YTD | +60.9% | -7.5% | +68.5% | +59.7% |
| 1Y | +46.6% | -2.8% | +49.4% | +43.6% |
| 3Y | +69.1% | +21.2% | +47.8% | +51.6% |
| All | +461.2% | -11.8% | +473.0% | +491.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling