+911.9%
PG vs IBN
+1,463.9%
-552.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -3.4% | -5.1% | +1.7% | -2.9% |
| 30D | -2.6% | -3.5% | +0.9% | -2.3% |
| 3M | -3.3% | +11.3% | -14.6% | -4.3% |
| 6M | -6.7% | +4.4% | -11.2% | -7.1% |
| YTD | +1.7% | -1.8% | +3.6% | +1.8% |
| 1Y | -7.9% | -8.0% | +0.1% | -7.4% |
| 3Y | +0.9% | +27.1% | -26.1% | -1.7% |
| 5Y | +12.6% | +54.5% | -41.9% | +7.2% |
| 10Y | +117.2% | +314.2% | -197.0% | +85.5% |
| All | +911.9% | +1,463.9% | -552.0% | +684.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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