-5.7%
PG vs IBB
+44.5%
-50.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -4.2% | +3.4% | -0.3% |
| 30D | +0.8% | +1.1% | -0.3% | +0.7% |
| 3M | -1.3% | +19.0% | -20.4% | -3.4% |
| 6M | -3.8% | +18.9% | -22.7% | -5.9% |
| YTD | +3.6% | +20.3% | -16.7% | +1.2% |
| 1Y | -5.7% | +41.5% | -47.2% | -7.7% |
| All | -5.7% | +44.5% | -50.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling