+3,280.0%
PFE vs IP
+364.8%
+2,915.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.7% |
| 7D | +1.8% | -5.3% | +7.0% | +2.9% |
| 30D | +10.2% | -10.9% | +21.1% | +12.9% |
| 3M | +12.7% | +11.2% | +1.5% | +9.3% |
| 6M | +10.5% | -10.2% | +20.8% | +11.6% |
| YTD | +20.2% | -2.0% | +22.1% | +18.7% |
| 1Y | +24.1% | -19.1% | +43.2% | +27.4% |
| 3Y | -3.6% | +20.9% | -24.4% | -11.7% |
| 5Y | -20.9% | -17.8% | -3.0% | -22.1% |
| 10Y | +35.8% | +23.5% | +12.3% | +17.1% |
| All | +3,280.0% | +364.8% | +2,915.2% | +1,567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling