+60.8%
PBR vs IRE
-97.5%
+158.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.1% | -14.6% | -2.6% |
| 7D | -9.1% | -15.1% | +6.0% | -9.1% |
| 30D | -29.9% | -71.4% | +41.5% | -29.5% |
| 3M | +2.3% | -81.2% | +83.5% | +3.0% |
| 6M | -10.9% | -93.7% | +82.8% | -9.9% |
| YTD | +56.9% | -92.2% | +149.1% | +56.8% |
| 1Y | +38.0% | -97.3% | +135.3% | +38.5% |
| All | +60.8% | -97.5% | +158.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling