-2.5%
PFE vs IP
+21.5%
-24.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | +1.8% | -5.3% | +7.0% | +2.4% |
| 30D | +10.2% | -10.9% | +21.1% | +11.7% |
| 3M | +12.7% | +11.2% | +1.5% | +10.7% |
| 6M | +10.5% | -10.2% | +20.8% | +11.7% |
| YTD | +20.2% | -2.0% | +22.1% | +19.7% |
| 1Y | +24.1% | -19.1% | +43.2% | +26.4% |
| All | -2.5% | +21.5% | -24.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling