-20.2%
PFE vs IBN
+70.2%
-90.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -4.7% | +14.6% | -19.3% | -7.2% |
| 30D | +3.4% | +23.5% | -20.2% | -0.9% |
| 3M | +9.2% | +14.0% | -4.8% | +6.4% |
| 6M | +15.8% | +31.1% | -15.3% | +9.7% |
| YTD | +23.4% | +16.6% | +6.9% | +19.4% |
| 1Y | +25.8% | +14.9% | +10.9% | +22.1% |
| 3Y | +17.8% | +56.9% | -39.0% | +7.0% |
| 5Y | -20.2% | +69.7% | -89.9% | -31.6% |
| All | -20.2% | +70.2% | -90.4% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling