-20.7%
PFE vs IBN
+61.6%
-82.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.8% | +1.4% | +0.3% | +1.5% |
| 30D | +10.2% | -0.3% | +10.6% | +10.3% |
| 3M | +12.7% | +17.1% | -4.4% | +9.4% |
| 6M | +10.5% | +3.4% | +7.1% | +9.6% |
| YTD | +20.2% | +2.5% | +17.6% | +19.3% |
| 1Y | +24.1% | -4.2% | +28.2% | +24.6% |
| 3Y | -3.6% | +32.4% | -36.0% | -9.0% |
| All | -20.7% | +61.6% | -82.3% | -29.0% |
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