+2.2%
PG vs IBKR
+298.5%
-296.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -0.2% | -2.0% | +1.8% | -0.3% |
| 30D | +1.1% | -1.3% | +2.4% | +1.1% |
| 3M | -1.6% | 0.0% | -1.6% | -1.6% |
| 6M | -1.5% | +37.4% | -38.9% | -0.9% |
| YTD | +4.2% | +41.5% | -37.3% | +4.9% |
| 1Y | -4.7% | +43.1% | -47.8% | -4.2% |
| 3Y | +2.2% | +297.8% | -295.6% | +3.1% |
| All | +2.2% | +298.5% | -296.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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