+132.9%
PFE vs IBN
+1,532.9%
-1,400.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +1.8% | +1.4% | +0.3% | +1.6% |
| 30D | +10.2% | -0.3% | +10.6% | +10.3% |
| 3M | +12.7% | +17.1% | -4.4% | +10.2% |
| 6M | +10.5% | +3.4% | +7.1% | +9.9% |
| YTD | +20.2% | +2.5% | +17.6% | +19.5% |
| 1Y | +24.1% | -4.2% | +28.2% | +24.5% |
| 3Y | -3.6% | +32.4% | -36.0% | -7.8% |
| 5Y | -20.9% | +59.2% | -80.1% | -26.8% |
| 10Y | +35.8% | +345.7% | -309.8% | +5.7% |
| All | +132.9% | +1,532.9% | -1,400.1% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling