+1,632.9%
PBR vs IRM
+3,079.6%
-1,446.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +2.5% | +1.6% | +0.8% | +1.6% |
| 30D | +19.4% | -4.2% | +23.6% | +21.2% |
| 3M | +20.8% | -5.4% | +26.2% | +22.7% |
| 6M | +23.5% | +12.0% | +11.5% | +15.3% |
| YTD | +83.4% | +42.0% | +41.4% | +52.4% |
| 1Y | +77.6% | +29.9% | +47.7% | +52.4% |
| 3Y | +99.9% | +104.4% | -4.5% | +30.8% |
| 5Y | +567.7% | +191.0% | +376.7% | +251.9% |
| 10Y | +621.5% | +417.1% | +204.4% | +173.7% |
| All | +1,632.9% | +3,079.6% | -1,446.8% | +221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling