+1,573.8%
PBR vs IP
+188.1%
+1,385.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -3.0% |
| 7D | +8.6% | -5.3% | +13.8% | +11.2% |
| 30D | +12.8% | -10.9% | +23.7% | +18.7% |
| 3M | +14.7% | +11.2% | +3.5% | +5.6% |
| 6M | +25.2% | -10.2% | +35.4% | +25.1% |
| YTD | +77.1% | -2.0% | +79.1% | +66.8% |
| 1Y | +69.6% | -19.1% | +88.7% | +74.2% |
| 3Y | +95.6% | +20.9% | +74.7% | +49.8% |
| 5Y | +501.8% | -17.8% | +519.6% | +452.1% |
| 10Y | +640.6% | +23.5% | +617.0% | +426.4% |
| All | +1,573.8% | +188.1% | +1,385.7% | +594.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling