-20.6%
PFE vs IP
-12.5%
-8.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.4% |
| 7D | -0.2% | -5.0% | +4.7% | +0.5% |
| 30D | +8.7% | +6.5% | +2.1% | +7.7% |
| 3M | +15.8% | -18.0% | +33.8% | +18.9% |
| 6M | +16.8% | +10.3% | +6.5% | +14.3% |
| YTD | +26.2% | -9.9% | +36.1% | +26.8% |
| 1Y | +29.9% | -1.1% | +31.0% | +28.5% |
| 3Y | +15.9% | +13.0% | +2.9% | +9.2% |
| 5Y | -20.6% | -12.3% | -8.3% | -23.7% |
| All | -20.6% | -12.5% | -8.1% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling