+46.9%
PBR vs IRE
-97.6%
+144.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -14.4% | +15.7% | +1.4% |
| 7D | -1.0% | -31.8% | +30.8% | -0.7% |
| 30D | -29.3% | -71.8% | +42.5% | -28.8% |
| 3M | +5.5% | -88.9% | +94.4% | +6.9% |
| 6M | -2.9% | -95.4% | +92.5% | -1.4% |
| YTD | +61.5% | -94.2% | +155.7% | +61.0% |
| 1Y | +46.9% | -97.1% | +143.9% | +48.4% |
| All | +46.9% | -97.6% | +144.4% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling