+12.8%
PG vs IBB
+17.1%
-4.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -2.7% | -5.2% | +2.5% | -1.6% |
| 30D | -1.5% | +1.5% | -3.0% | -1.9% |
| 3M | -3.4% | +22.1% | -25.5% | -7.4% |
| 6M | -7.0% | +17.7% | -24.7% | -10.2% |
| YTD | +2.0% | +20.2% | -18.2% | -2.1% |
| 1Y | -6.5% | +44.4% | -50.9% | -13.8% |
| 3Y | +1.2% | +61.1% | -59.9% | -10.0% |
| 5Y | +12.8% | +18.5% | -5.7% | +0.5% |
| All | +12.8% | +17.1% | -4.4% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling