+66.4%
PBR vs IRM
+112.1%
-45.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.4% |
| 7D | -1.0% | +6.8% | -7.8% | -1.7% |
| 30D | -29.3% | +2.6% | -31.9% | -29.5% |
| 3M | +5.5% | -9.5% | +15.0% | +6.7% |
| 6M | -2.9% | -8.5% | +5.6% | -2.1% |
| YTD | +61.5% | +40.3% | +21.2% | +53.0% |
| 1Y | +46.9% | +28.7% | +18.2% | +40.7% |
| 3Y | +66.4% | +111.8% | -45.4% | +42.7% |
| All | +66.4% | +112.1% | -45.6% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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