+32.9%
PFE vs IBN
+312.4%
-279.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.9% |
| 7D | -2.7% | -2.2% | -0.5% | -2.3% |
| 30D | +3.8% | -2.3% | +6.1% | +4.3% |
| 3M | +10.4% | +15.9% | -5.5% | +7.5% |
| 6M | +6.3% | +5.6% | +0.7% | +5.1% |
| YTD | +17.4% | -0.1% | +17.4% | +17.1% |
| 1Y | +21.1% | -6.5% | +27.7% | +22.2% |
| 3Y | -1.6% | +29.3% | -30.9% | -6.7% |
| 5Y | -22.2% | +56.6% | -78.7% | -29.2% |
| 10Y | +32.9% | +314.4% | -281.5% | +0.6% |
| All | +32.9% | +312.4% | -279.5% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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